+1.5%
HON vs CTVA
+102.9%
-101.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.4% |
| 30D | -13.8% | +11.3% | -25.1% | -16.0% |
| 3M | -11.7% | +12.3% | -24.0% | -14.7% |
| 6M | -18.7% | +7.2% | -25.9% | -20.8% |
| YTD | +0.2% | +26.0% | -25.8% | -6.4% |
| 1Y | -3.1% | +16.0% | -19.1% | -7.8% |
| 3Y | +17.0% | +73.9% | -56.9% | -0.8% |
| All | +1.5% | +102.9% | -101.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling