+118.0%
NOK vs CTVA
+22.4%
+95.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.7% |
| 7D | -1.8% | +4.9% | -6.7% | -1.9% |
| 30D | +4.7% | +11.9% | -7.2% | +4.3% |
| 3M | -39.7% | +13.7% | -53.3% | -41.6% |
| 6M | +23.1% | +13.1% | +9.9% | +20.3% |
| YTD | +55.0% | +32.0% | +23.1% | +53.0% |
| 1Y | +118.0% | +22.1% | +96.0% | +115.9% |
| All | +118.0% | +22.4% | +95.6% | +115.9% |
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