+44.3%
HON vs CTVA
+211.9%
-167.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -0.6% | -5.8% | +5.2% | +1.4% |
| 30D | -15.4% | +11.1% | -26.5% | -18.5% |
| 3M | -9.1% | +13.2% | -22.4% | -13.6% |
| 6M | -17.1% | +8.7% | -25.8% | -20.3% |
| YTD | +1.5% | +27.3% | -25.8% | -7.8% |
| 1Y | -1.3% | +18.0% | -19.3% | -8.4% |
| 3Y | +19.5% | +76.5% | -56.9% | -6.5% |
| 5Y | +3.1% | +105.1% | -102.0% | -26.0% |
| All | +44.3% | +211.9% | -167.6% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling