+48.9%
CTVA vs SN
+671.7%
-622.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +2.4% | +7.6% | -5.1% | +1.5% |
| 30D | -8.1% | +22.4% | -30.5% | -10.3% |
| 3M | +6.3% | +21.7% | -15.4% | +3.6% |
| 6M | +0.4% | +102.8% | -102.4% | -8.6% |
| YTD | +21.8% | +102.4% | -80.6% | +10.4% |
| 1Y | +24.9% | +139.0% | -114.1% | +10.4% |
| 3Y | +92.3% | +440.4% | -348.1% | +54.1% |
| All | +48.9% | +671.7% | -622.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling