+20.0%
ON vs CTVA
+34.7%
-14.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.6% |
| 7D | +12.2% | -20.8% | +33.0% | +20.0% |
| 30D | -3.1% | -29.6% | +26.5% | +8.5% |
| 3M | -12.9% | -16.9% | +4.0% | -10.4% |
| 6M | -38.6% | -24.3% | -14.3% | -34.9% |
| YTD | +31.2% | -5.6% | +36.8% | +23.4% |
| 1Y | +47.6% | -4.2% | +51.8% | +37.5% |
| 3Y | +6.6% | +43.3% | -36.7% | -19.8% |
| All | +20.0% | +34.7% | -14.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling