-26.4%
NOW vs CTVA
+74.6%
-100.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.0% | +2.2% | -5.2% | -3.5% |
| 30D | -26.0% | -17.6% | -8.4% | -22.9% |
| 3M | -13.1% | +3.4% | -16.5% | -14.6% |
| 6M | +14.5% | -2.6% | +17.1% | +13.3% |
| YTD | -33.4% | +19.1% | -52.6% | -38.5% |
| 1Y | -40.6% | +26.8% | -67.4% | -46.2% |
| 3Y | -16.3% | +63.9% | -80.2% | -31.8% |
| All | -26.4% | +74.6% | -100.9% | -46.5% |
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