+77.8%
CTVA vs NVD
-99.2%
+176.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -5.8% | +0.5% | -6.3% | -5.8% |
| 30D | +11.1% | -9.3% | +20.3% | +10.9% |
| 3M | +13.2% | -22.1% | +35.3% | +13.0% |
| 6M | +8.7% | -45.8% | +54.5% | +7.7% |
| YTD | +27.3% | -46.7% | +74.0% | +26.2% |
| 1Y | +18.0% | -59.5% | +77.5% | +16.4% |
| 3Y | +76.5% | -99.2% | +175.6% | +69.6% |
| All | +77.8% | -99.2% | +176.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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