-28.6%
NOW vs CTVA
+20.1%
-48.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -5.3% |
| 7D | -6.1% | -2.1% | -4.0% | -6.4% |
| 30D | +7.5% | +12.0% | -4.6% | +9.0% |
| 3M | +17.5% | +13.5% | +4.1% | +20.3% |
| 6M | +7.9% | +12.1% | -4.2% | +9.2% |
| YTD | -12.4% | +29.0% | -41.4% | -12.2% |
| 1Y | -28.6% | +18.9% | -47.4% | -28.3% |
| All | -28.6% | +20.1% | -48.7% | -28.3% |
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