+216.7%
CTVA vs NTR
+108.8%
+107.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | +11.3% | +16.8% | -5.5% | +3.5% |
| 3M | +12.3% | +20.7% | -8.4% | +2.6% |
| 6M | +7.2% | +0.5% | +6.6% | +5.9% |
| YTD | +26.0% | +29.2% | -3.2% | +10.1% |
| 1Y | +16.0% | +39.6% | -23.6% | -2.6% |
| 3Y | +73.9% | +37.9% | +36.0% | +43.5% |
| 5Y | +103.8% | +47.1% | +56.7% | +46.5% |
| All | +216.7% | +108.8% | +107.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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