+32.0%
CTVA vs SN
+156.5%
-124.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +3.0% |
| 7D | +8.2% | +10.6% | -2.4% | +7.8% |
| 30D | -1.0% | +20.0% | -21.1% | -1.7% |
| 3M | +4.6% | +30.4% | -25.8% | +3.1% |
| 6M | +0.5% | +91.0% | -90.5% | -2.9% |
| YTD | +22.7% | +95.9% | -73.2% | +17.9% |
| 1Y | +32.0% | +158.9% | -126.9% | +22.4% |
| All | +32.0% | +156.5% | -124.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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