+47.6%
ON vs CTVA
+33.4%
+14.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.0% |
| 7D | -5.8% | +8.2% | -14.0% | -6.1% |
| 30D | -17.1% | -1.0% | -16.0% | -16.9% |
| 3M | -11.8% | +4.6% | -16.4% | -12.1% |
| 6M | -30.2% | +0.5% | -30.7% | -31.0% |
| YTD | +31.6% | +22.7% | +8.8% | +20.3% |
| 1Y | +47.6% | +32.0% | +15.6% | +30.4% |
| All | +47.6% | +33.4% | +14.1% | +30.4% |
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