+105.1%
CTVA vs CNC
+10.7%
+94.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -4.5% | -0.9% | -3.6% | -4.4% |
| 30D | +11.3% | -1.0% | +12.3% | +11.4% |
| 3M | +12.3% | +4.5% | +7.8% | +11.6% |
| 6M | +7.2% | +85.2% | -78.0% | -0.6% |
| YTD | +26.0% | +61.4% | -35.4% | +18.4% |
| 1Y | +16.0% | +94.9% | -78.9% | +6.3% |
| 3Y | +73.9% | 0.0% | +73.9% | +69.0% |
| All | +105.1% | +10.7% | +94.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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