+216.7%
CTVA vs NI
+83.7%
+133.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | 0.0% | -4.6% | -4.5% |
| 30D | +11.3% | -1.4% | +12.7% | +12.0% |
| 3M | +12.3% | -10.6% | +22.9% | +18.6% |
| 6M | +7.2% | -9.3% | +16.5% | +12.1% |
| YTD | +26.0% | +1.1% | +24.9% | +24.4% |
| 1Y | +16.0% | +3.4% | +12.7% | +13.0% |
| 3Y | +73.9% | +67.9% | +6.0% | +28.8% |
| 5Y | +103.8% | +98.0% | +5.8% | +34.7% |
| All | +216.7% | +83.7% | +133.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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