+4.1%
ACN vs CTVA
-4.9%
+9.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | -3.8% | -20.8% | +16.9% | -1.8% |
| 30D | +16.5% | -29.6% | +46.2% | +20.5% |
| 3M | +41.5% | -16.9% | +58.4% | +42.9% |
| 6M | +60.1% | -24.3% | +84.3% | +62.4% |
| YTD | -3.9% | -5.6% | +1.7% | -7.6% |
| 1Y | +4.1% | -4.2% | +8.3% | -0.1% |
| All | +4.1% | -4.9% | +9.0% | -0.1% |
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