+57.7%
CTVA vs SN
+496.6%
-439.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 3M | +13.5% | +48.1% | -34.6% | +7.5% |
| 6M | +12.1% | +57.6% | -45.5% | +5.0% |
| YTD | +29.0% | +56.5% | -27.5% | +20.7% |
| 1Y | +18.9% | +52.6% | -33.7% | +11.3% |
| 3Y | +78.9% | +412.0% | -333.1% | +48.0% |
| All | +57.7% | +496.6% | -439.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling