+21.3%
NOK vs CTVA
+33.4%
-12.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -2.6% |
| 7D | -10.4% | +8.2% | -18.6% | -10.5% |
| 30D | -19.0% | -1.0% | -18.0% | -19.0% |
| 3M | -16.7% | +4.6% | -21.3% | -17.3% |
| 6M | -37.1% | +0.5% | -37.6% | -39.1% |
| YTD | +27.7% | +22.7% | +4.9% | +22.4% |
| 1Y | +21.3% | +32.0% | -10.7% | +13.9% |
| All | +21.3% | +33.4% | -12.2% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling