+48.1%
CTVA vs SN
+681.9%
-633.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.4% |
| 7D | +1.6% | +7.6% | -6.0% | +0.7% |
| 30D | -8.5% | +24.1% | -32.6% | -10.9% |
| 3M | +5.3% | +23.7% | -18.4% | +2.4% |
| 6M | -0.1% | +105.5% | -105.6% | -9.2% |
| YTD | +21.2% | +105.1% | -83.9% | +9.7% |
| 1Y | +27.0% | +148.3% | -121.3% | +11.7% |
| 3Y | +87.2% | +438.7% | -351.4% | +49.9% |
| All | +48.1% | +681.9% | -633.8% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling