+137.3%
CTVA vs EAT
+428.7%
-291.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -20.8% | -4.0% | -16.8% | -20.2% |
| 30D | -29.6% | -2.9% | -26.7% | -29.4% |
| 3M | -16.9% | -16.9% | 0.0% | -14.6% |
| 6M | -24.3% | +57.0% | -81.2% | -31.3% |
| YTD | -5.6% | +38.2% | -43.8% | -13.3% |
| 1Y | -4.2% | +69.3% | -73.4% | -15.6% |
| 3Y | +43.3% | +483.0% | -439.7% | -4.7% |
| 5Y | +35.7% | +364.1% | -328.4% | -10.0% |
| All | +137.3% | +428.7% | -291.5% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling