+78.9%
CTVA vs SN
+430.5%
-351.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +12.0% | -5.6% | +17.6% | +12.8% |
| 3M | +13.5% | +48.1% | -34.6% | +6.5% |
| 6M | +12.1% | +57.6% | -45.5% | +3.7% |
| YTD | +29.0% | +56.5% | -27.5% | +19.2% |
| 1Y | +18.9% | +52.6% | -33.7% | +9.9% |
| 3Y | +78.9% | +412.0% | -333.1% | +31.1% |
| All | +78.9% | +430.5% | -351.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling