+32.0%
CTVA vs NYT
+16.5%
+15.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.2% |
| 7D | +8.2% | -3.9% | +12.1% | +8.3% |
| 30D | -1.0% | +4.3% | -5.3% | -1.1% |
| 3M | +4.6% | -11.7% | +16.3% | +4.9% |
| 6M | +0.5% | -14.4% | +14.9% | +1.3% |
| YTD | +22.7% | -3.0% | +25.8% | +23.4% |
| 1Y | +32.0% | +16.5% | +15.4% | +26.7% |
| All | +32.0% | +16.5% | +15.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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