+216.7%
CTVA vs SNY
+35.8%
+180.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.5% | -3.3% | -1.2% | -3.6% |
| 30D | +11.3% | -2.2% | +13.5% | +12.0% |
| 3M | +12.3% | -3.0% | +15.4% | +13.1% |
| 6M | +7.2% | +2.7% | +4.4% | +5.9% |
| YTD | +26.0% | -6.8% | +32.9% | +28.0% |
| 1Y | +16.0% | -5.3% | +21.3% | +16.8% |
| 3Y | +73.9% | -9.8% | +83.7% | +73.2% |
| 5Y | +103.8% | +9.7% | +94.1% | +80.3% |
| All | +216.7% | +35.8% | +180.9% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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