+16.9%
HON vs CTVA
+75.4%
-58.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -2.6% | -4.7% | +2.0% | -2.0% |
| 30D | -11.9% | +11.1% | -23.0% | -13.4% |
| 3M | -6.1% | +13.7% | -19.8% | -8.4% |
| 6M | -19.2% | +11.2% | -30.4% | -21.1% |
| YTD | +0.2% | +26.9% | -26.7% | -4.5% |
| 1Y | -1.5% | +18.8% | -20.3% | -5.2% |
| All | +16.9% | +75.4% | -58.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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