+55.5%
CTVA vs SN
+476.8%
-421.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.9% |
| 7D | -5.8% | -3.4% | -2.4% | -5.4% |
| 30D | +11.1% | -9.1% | +20.1% | +12.2% |
| 3M | +13.2% | +31.8% | -18.5% | +8.9% |
| 6M | +8.7% | +52.0% | -43.3% | +2.3% |
| YTD | +27.3% | +51.3% | -24.0% | +19.6% |
| 1Y | +18.0% | +46.9% | -28.9% | +11.0% |
| 3Y | +76.5% | +394.9% | -318.4% | +46.7% |
| All | +55.5% | +476.8% | -421.2% | +28.7% |
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