+47.6%
ON vs CTVA
-4.9%
+52.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.7% |
| 7D | +12.2% | -20.8% | +33.0% | +13.1% |
| 30D | -3.1% | -29.6% | +26.5% | -1.6% |
| 3M | -12.9% | -16.9% | +4.0% | -12.5% |
| 6M | -38.6% | -24.3% | -14.3% | -38.3% |
| YTD | +31.2% | -5.6% | +36.8% | +23.3% |
| 1Y | +47.6% | -4.2% | +51.8% | +38.8% |
| All | +47.6% | -4.9% | +52.5% | +38.8% |
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