+27.2%
CTVA vs NTRS
+37.4%
-10.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.7% |
| 7D | +5.0% | -0.9% | +5.9% | +5.0% |
| 30D | -13.4% | +1.1% | -14.6% | -13.4% |
| 3M | +2.2% | -6.6% | +8.8% | +2.9% |
| 6M | -3.9% | +7.1% | -11.0% | -5.3% |
| YTD | +20.5% | +27.4% | -6.8% | +12.9% |
| 1Y | +27.2% | +36.5% | -9.3% | +14.3% |
| All | +27.2% | +37.4% | -10.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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