-44.0%
ACN vs CTVA
+103.5%
-147.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -6.3% | -5.8% | -0.5% | -4.8% |
| 30D | -1.4% | +11.1% | -12.4% | -4.2% |
| 3M | +2.6% | +13.2% | -10.7% | -1.5% |
| 6M | -14.3% | +8.7% | -23.0% | -17.1% |
| YTD | -33.1% | +27.3% | -60.4% | -38.6% |
| 1Y | -28.8% | +18.0% | -46.8% | -33.3% |
| 3Y | -43.0% | +76.5% | -119.4% | -53.6% |
| 5Y | -44.0% | +105.1% | -149.1% | -57.9% |
| All | -44.0% | +103.5% | -147.5% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling