+11.9%
ACN vs CTVA
+33.4%
-21.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.3% |
| 7D | +8.6% | +8.2% | +0.4% | +7.4% |
| 30D | +36.6% | -1.0% | +37.6% | +35.3% |
| 3M | +56.3% | +4.6% | +51.7% | +53.6% |
| 6M | +49.7% | +0.5% | +49.2% | +47.9% |
| YTD | +1.3% | +22.7% | -21.4% | -6.3% |
| 1Y | +11.9% | +32.0% | -20.0% | +0.8% |
| All | +11.9% | +33.4% | -21.5% | +0.8% |
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