+22.1%
CTVA vs EAT
+37.5%
-15.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +11.9% | +1.9% | +10.0% | +11.8% |
| 3M | +13.7% | +68.7% | -55.0% | +9.5% |
| 6M | +13.1% | +66.9% | -53.8% | +8.3% |
| YTD | +32.0% | +60.4% | -28.5% | +26.5% |
| 1Y | +22.1% | +44.0% | -21.9% | +19.9% |
| All | +22.1% | +37.5% | -15.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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