+137.3%
CTVA vs CNH
+72.8%
+64.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -20.8% | +3.0% | -23.8% | -21.5% |
| 30D | -29.6% | -0.6% | -29.0% | -29.4% |
| 3M | -16.9% | +14.6% | -31.5% | -21.9% |
| 6M | -24.3% | +11.8% | -36.0% | -29.0% |
| YTD | -5.6% | +30.4% | -36.0% | -18.1% |
| 1Y | -4.2% | +19.1% | -23.2% | -13.9% |
| 3Y | +43.3% | +30.2% | +13.1% | +20.0% |
| 5Y | +35.7% | -17.8% | +53.5% | +33.2% |
| All | +137.3% | +72.8% | +64.5% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling