+18.0%
CTVA vs CNH
+22.6%
-4.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -5.8% | +1.8% | -7.6% | -6.1% |
| 30D | +11.1% | +32.6% | -21.6% | +5.5% |
| 3M | +13.2% | +29.4% | -16.2% | +7.6% |
| 6M | +8.7% | +26.0% | -17.3% | +3.9% |
| YTD | +27.3% | +52.2% | -24.9% | +14.2% |
| 1Y | +18.0% | +23.9% | -5.9% | +22.3% |
| All | +18.0% | +22.6% | -4.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling