+235.9%
NVDA vs CTVA
+49.4%
+186.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -12.7% | -20.8% | +8.0% | -10.8% |
| 30D | -26.4% | -29.6% | +3.2% | -23.9% |
| 3M | -27.6% | -16.9% | -10.7% | -26.6% |
| 6M | -27.7% | -24.3% | -3.5% | -26.2% |
| YTD | -12.5% | -5.6% | -6.9% | -14.4% |
| 1Y | -12.6% | -4.2% | -8.5% | -14.8% |
| 3Y | +235.9% | +43.3% | +192.7% | +206.7% |
| All | +235.9% | +49.4% | +186.5% | +206.7% |
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