-27.5%
ON vs CTVA
+76.0%
-103.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -1.9% | -5.8% | +3.9% | +0.3% |
| 30D | -11.0% | +11.1% | -22.1% | -14.8% |
| 3M | -39.3% | +13.2% | -52.6% | -43.5% |
| 6M | +19.8% | +8.7% | +11.1% | +13.6% |
| YTD | +31.1% | +27.3% | +3.8% | +15.2% |
| 1Y | +46.0% | +18.0% | +28.0% | +32.4% |
| All | -27.5% | +76.0% | -103.4% | -42.8% |
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 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