+78.9%
CTVA vs ECL
+39.8%
+39.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -8.1% | +8.6% | -16.7% | -10.5% |
| 3M | +6.3% | +7.9% | -1.6% | +3.7% |
| 6M | +0.4% | +21.0% | -20.6% | -5.6% |
| YTD | +21.8% | +17.5% | +4.3% | +15.2% |
| 1Y | +24.9% | +19.7% | +5.2% | +17.4% |
| 3Y | +92.3% | +77.4% | +14.9% | +59.7% |
| 5Y | +78.9% | +38.7% | +40.2% | +68.3% |
| All | +78.9% | +39.8% | +39.1% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling