+320.7%
ON vs CTVA
+223.3%
+97.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.5% |
| 7D | +2.4% | +4.9% | -2.5% | -0.6% |
| 30D | -3.3% | +11.9% | -15.2% | -9.9% |
| 3M | -43.6% | +13.7% | -57.2% | -48.8% |
| 6M | +19.0% | +13.1% | +5.8% | +7.9% |
| YTD | +37.4% | +32.0% | +5.4% | +13.0% |
| 1Y | +54.8% | +22.1% | +32.7% | +32.4% |
| 3Y | -25.2% | +77.5% | -102.7% | -50.6% |
| 5Y | +62.7% | +106.3% | -43.6% | -5.6% |
| All | +320.7% | +223.3% | +97.4% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling