+45.8%
ON vs CTVA
+18.2%
+27.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.7% | -4.7% | -0.1% | -4.5% |
| 30D | -13.5% | +11.1% | -24.6% | -14.2% |
| 3M | -36.3% | +13.7% | -50.0% | -38.6% |
| 6M | +17.8% | +11.2% | +6.5% | +14.5% |
| YTD | +29.6% | +26.9% | +2.7% | +22.9% |
| 1Y | +45.8% | +18.8% | +27.0% | +37.7% |
| All | +45.8% | +18.2% | +27.6% | +37.7% |
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 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