+216.7%
CTVA vs NYT
+109.2%
+107.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +11.3% | +4.6% | +6.7% | +10.2% |
| 3M | +12.3% | -9.6% | +21.9% | +14.4% |
| 6M | +7.2% | -14.0% | +21.2% | +10.1% |
| YTD | +26.0% | -2.8% | +28.8% | +25.4% |
| 1Y | +16.0% | +15.6% | +0.4% | +10.5% |
| 3Y | +73.9% | +56.3% | +17.6% | +51.0% |
| 5Y | +103.8% | +39.5% | +64.3% | +77.9% |
| All | +216.7% | +109.2% | +107.5% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling