+639.5%
CEG vs CTVA
+90.8%
+548.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.1% |
| 7D | +8.0% | +4.9% | +3.1% | +6.6% |
| 30D | +12.9% | +11.9% | +1.0% | +9.3% |
| 3M | +13.2% | +13.7% | -0.5% | +8.3% |
| 6M | -7.0% | +13.1% | -20.1% | -11.2% |
| YTD | -15.0% | +32.0% | -47.0% | -22.8% |
| 1Y | -2.7% | +22.1% | -24.8% | -9.8% |
| 3Y | +184.1% | +77.5% | +106.6% | +129.0% |
| All | +639.5% | +90.8% | +548.7% | +550.6% |
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