+4,601.6%
SNDK vs CTVA
+38.0%
+4,563.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +8.8% | -4.7% | +13.5% | +11.5% |
| 30D | +33.2% | +11.1% | +22.1% | +24.7% |
| 3M | +3.0% | +13.7% | -10.7% | -8.9% |
| 6M | +173.5% | +11.2% | +162.3% | +143.5% |
| YTD | +613.0% | +26.9% | +586.1% | +463.1% |
| 1Y | +2,189.8% | +18.8% | +2,170.9% | +1,804.1% |
| All | +4,601.6% | +38.0% | +4,563.7% | +3,076.2% |
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