-24.7%
ACN vs CTVA
+22.4%
-47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.3% |
| 7D | -1.5% | +4.9% | -6.5% | -1.8% |
| 30D | +9.4% | +11.9% | -2.6% | +8.7% |
| 3M | +5.6% | +13.7% | -8.0% | +5.0% |
| 6M | -9.3% | +13.1% | -22.4% | -10.3% |
| YTD | -29.0% | +32.0% | -60.9% | -32.8% |
| 1Y | -24.7% | +22.1% | -46.7% | -28.2% |
| All | -24.7% | +22.4% | -47.1% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling