-10.1%
CEG vs CTVA
+18.2%
-28.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.3% | -4.7% | +5.0% | +0.2% |
| 30D | +2.9% | +11.1% | -8.2% | +3.4% |
| 3M | +18.2% | +13.7% | +4.5% | +18.7% |
| 6M | -9.5% | +11.2% | -20.7% | -9.3% |
| YTD | -18.7% | +26.9% | -45.6% | -16.9% |
| 1Y | -10.1% | +18.8% | -28.9% | -10.5% |
| All | -10.1% | +18.2% | -28.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling