+206.2%
CTVA vs CNH
+77.8%
+128.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.1% |
| 7D | +2.4% | +4.5% | -2.1% | +0.4% |
| 30D | -8.1% | +7.6% | -15.7% | -11.0% |
| 3M | +6.3% | +17.0% | -10.7% | -1.4% |
| 6M | +0.4% | +12.9% | -12.5% | -6.6% |
| YTD | +21.8% | +34.3% | -12.4% | +4.0% |
| 1Y | +24.9% | +28.5% | -3.7% | +8.2% |
| 3Y | +92.3% | +31.9% | +60.4% | +59.6% |
| 5Y | +78.9% | -9.6% | +88.5% | +67.4% |
| All | +206.2% | +77.8% | +128.4% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling