+99.2%
WMT vs CTVA
+75.4%
+23.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.5% | -4.7% | +2.2% | -1.9% |
| 30D | -6.4% | +11.1% | -17.5% | -7.6% |
| 3M | -12.1% | +13.7% | -25.8% | -13.7% |
| 6M | -15.0% | +11.2% | -26.2% | -16.4% |
| YTD | -4.5% | +26.9% | -31.4% | -7.8% |
| 1Y | +6.2% | +18.8% | -12.6% | +3.3% |
| All | +99.2% | +75.4% | +23.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling