+194.8%
SNXX vs CTVA
+10.4%
+184.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -7.1% |
| 7D | -12.0% | -4.5% | -7.5% | -12.2% |
| 30D | +37.9% | +11.3% | +26.6% | +36.3% |
| 3M | -52.7% | +12.3% | -65.0% | -57.1% |
| 6M | +194.8% | +7.2% | +187.6% | +221.4% |
| All | +194.8% | +10.4% | +184.4% | +221.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling