+180.8%
NOK vs CTVA
+75.4%
+105.3%
-50.1%
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% | -1.2% |
| 7D | +8.7% | -4.7% | +13.4% | +9.5% |
| 30D | +12.5% | +11.1% | +1.4% | +10.1% |
| 3M | -20.7% | +13.7% | -34.5% | -24.0% |
| 6M | +36.2% | +11.2% | +24.9% | +31.9% |
| YTD | +64.1% | +26.9% | +37.2% | +54.7% |
| 1Y | +132.4% | +18.8% | +113.6% | +121.7% |
| All | +180.8% | +75.4% | +105.3% | +144.7% |
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