+131.2%
CTVA vs ECL
+79.4%
+51.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.1% | -23.2% | -23.8% |
| 7D | -23.7% | -0.5% | -23.2% | -23.4% |
| 30D | -31.2% | +6.6% | -37.8% | -33.1% |
| 3M | -18.7% | +9.6% | -28.4% | -22.1% |
| 6M | -25.5% | +21.6% | -47.1% | -32.0% |
| YTD | -8.0% | +16.9% | -24.9% | -14.9% |
| 1Y | -7.0% | +17.9% | -24.9% | -14.3% |
| 3Y | +45.2% | +76.5% | -31.3% | +8.7% |
| 5Y | +32.3% | +36.6% | -4.4% | +11.7% |
| All | +131.2% | +79.4% | +51.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling