+105.1%
CTVA vs EAT
+310.8%
-205.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -5.8% | -6.8% | +1.0% | -5.0% |
| 30D | +11.1% | -5.4% | +16.4% | +11.7% |
| 3M | +13.2% | +42.8% | -29.5% | +7.7% |
| 6M | +8.7% | +56.5% | -47.8% | +1.5% |
| YTD | +27.3% | +50.0% | -22.7% | +19.3% |
| 1Y | +18.0% | +38.3% | -20.3% | +11.4% |
| 3Y | +76.5% | +591.6% | -515.2% | +32.6% |
| 5Y | +105.1% | +312.6% | -207.5% | +64.4% |
| All | +105.1% | +310.8% | -205.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling