+216.7%
CTVA vs NTRS
+160.3%
+56.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -4.5% | +1.4% | -5.9% | -5.1% |
| 30D | +11.3% | -0.7% | +12.0% | +11.5% |
| 3M | +12.3% | +11.3% | +1.0% | +6.4% |
| 6M | +7.2% | +35.5% | -28.4% | -7.9% |
| YTD | +26.0% | +40.6% | -14.6% | +5.9% |
| 1Y | +16.0% | +49.2% | -33.2% | -5.4% |
| 3Y | +73.9% | +167.2% | -93.3% | +3.6% |
| 5Y | +103.8% | +94.9% | +8.9% | +37.1% |
| All | +216.7% | +160.3% | +56.4% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling