-4.2%
CTVA vs SN
+141.7%
-145.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.3% |
| 7D | -20.8% | +1.5% | -22.3% | -20.7% |
| 30D | -29.6% | +21.5% | -51.1% | -30.1% |
| 3M | -16.9% | +20.0% | -36.9% | -17.3% |
| 6M | -24.3% | +119.9% | -144.2% | -27.2% |
| YTD | -5.6% | +102.3% | -107.9% | -9.5% |
| 1Y | -4.2% | +148.0% | -152.2% | -10.5% |
| All | -4.2% | +141.7% | -145.9% | -10.5% |
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