+137.3%
CTVA vs ECL
+82.3%
+55.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | -20.8% | +2.9% | -23.6% | -21.6% |
| 30D | -29.6% | +7.5% | -37.1% | -31.8% |
| 3M | -16.9% | +12.2% | -29.1% | -21.2% |
| 6M | -24.3% | +24.6% | -48.8% | -31.6% |
| YTD | -5.6% | +18.8% | -24.4% | -13.3% |
| 1Y | -4.2% | +19.3% | -23.5% | -12.2% |
| 3Y | +43.3% | +78.2% | -34.9% | +6.8% |
| 5Y | +35.7% | +38.8% | -3.1% | +13.8% |
| All | +137.3% | +82.3% | +55.0% | +98.2% |
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