+43.3%
CTVA vs EAT
+476.7%
-433.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -20.8% | -4.0% | -16.8% | -20.4% |
| 30D | -29.6% | -2.9% | -26.7% | -29.5% |
| 3M | -16.9% | -16.9% | 0.0% | -15.1% |
| 6M | -24.3% | +57.0% | -81.2% | -30.0% |
| YTD | -5.6% | +38.2% | -43.8% | -11.9% |
| 1Y | -4.2% | +69.3% | -73.4% | -14.1% |
| 3Y | +43.3% | +483.0% | -439.7% | -17.7% |
| All | +43.3% | +476.7% | -433.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling