+219.9%
CTVA vs CNC
+14.9%
+205.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -5.8% | -4.9% | -0.9% | -4.8% |
| 30D | +11.1% | -3.8% | +14.8% | +11.9% |
| 3M | +13.2% | -3.2% | +16.5% | +13.5% |
| 6M | +8.7% | +47.9% | -39.2% | -2.0% |
| YTD | +27.3% | +55.7% | -28.4% | +12.8% |
| 1Y | +18.0% | +106.2% | -88.3% | -3.3% |
| 3Y | +76.5% | -2.1% | +78.5% | +64.6% |
| 5Y | +105.1% | +3.4% | +101.7% | +79.5% |
| All | +219.9% | +14.9% | +205.0% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling