+639.7%
CEG vs CTVA
+86.5%
+553.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.7% |
| 7D | +6.7% | -2.1% | +8.8% | +7.3% |
| 30D | +11.0% | +12.0% | -1.1% | +7.4% |
| 3M | +19.5% | +13.5% | +6.0% | +14.3% |
| 6M | -5.9% | +12.1% | -18.0% | -9.9% |
| YTD | -15.0% | +29.0% | -44.0% | -22.3% |
| 1Y | +0.6% | +18.9% | -18.2% | -6.0% |
| 3Y | +180.6% | +78.9% | +101.7% | +124.9% |
| All | +639.7% | +86.5% | +553.2% | +554.8% |
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