-19.9%
NOW vs CTVA
+49.4%
-69.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.3% |
| 7D | +0.3% | -20.8% | +21.0% | +2.1% |
| 30D | -27.0% | -29.6% | +2.7% | -24.8% |
| 3M | -19.6% | -16.9% | -2.8% | -19.1% |
| 6M | +17.5% | -24.3% | +41.7% | +19.2% |
| YTD | -33.3% | -5.6% | -27.6% | -35.5% |
| 1Y | -39.8% | -4.2% | -35.7% | -42.0% |
| 3Y | -19.9% | +43.3% | -63.2% | -26.2% |
| All | -19.9% | +49.4% | -69.3% | -26.2% |
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