+11.3%
ACN vs CTVA
+210.9%
-199.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -7.9% | -4.7% | -3.2% | -6.4% |
| 30D | -1.1% | +11.1% | -12.1% | -4.5% |
| 3M | +5.6% | +13.7% | -8.1% | +0.5% |
| 6M | -9.9% | +11.2% | -21.2% | -14.2% |
| YTD | -32.3% | +26.9% | -59.2% | -38.6% |
| 1Y | -25.3% | +18.8% | -44.1% | -30.9% |
| 3Y | -42.3% | +75.9% | -118.2% | -54.6% |
| 5Y | -43.5% | +105.2% | -148.7% | -58.7% |
| All | +11.3% | +210.9% | -199.6% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling