+218.9%
CTVA vs CNH
+95.8%
+123.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | -4.7% | -2.5% | -2.2% | -3.9% |
| 30D | +11.1% | +27.0% | -15.9% | +0.7% |
| 3M | +13.7% | +32.6% | -18.9% | +0.6% |
| 6M | +11.2% | +23.6% | -12.4% | -0.2% |
| YTD | +26.9% | +47.8% | -20.9% | +5.2% |
| 1Y | +18.8% | +21.3% | -2.5% | +6.6% |
| 3Y | +75.9% | +7.0% | +69.0% | +61.1% |
| 5Y | +105.2% | +10.2% | +95.0% | +77.6% |
| All | +218.9% | +95.8% | +123.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CNH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling