+115.1%
NOK vs CTVA
+102.9%
+12.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | +11.0% | -4.5% | +15.5% | +12.2% |
| 30D | +7.8% | +11.3% | -3.5% | +4.5% |
| 3M | -21.0% | +12.3% | -33.3% | -24.8% |
| 6M | +40.9% | +7.2% | +33.7% | +36.6% |
| YTD | +72.0% | +26.0% | +46.0% | +58.9% |
| 1Y | +140.9% | +16.0% | +124.9% | +127.3% |
| 3Y | +194.3% | +73.9% | +120.4% | +139.9% |
| All | +115.1% | +102.9% | +12.2% | +64.1% |
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