+301.9%
ON vs CTVA
+131.3%
+170.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.0% |
| 7D | +12.2% | -20.8% | +33.0% | +23.3% |
| 30D | -3.1% | -29.6% | +26.5% | +13.2% |
| 3M | -12.9% | -16.9% | +4.0% | -9.0% |
| 6M | -38.6% | -24.3% | -14.3% | -33.3% |
| YTD | +31.2% | -5.6% | +36.8% | +23.7% |
| 1Y | +47.6% | -4.2% | +51.8% | +37.7% |
| 3Y | +6.6% | +43.3% | -36.7% | -24.8% |
| 5Y | +21.3% | +35.7% | -14.4% | -14.3% |
| All | +301.9% | +131.3% | +170.7% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling