+231.7%
CTVA vs ECL
+64.2%
+167.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.9% | -2.6% | +7.5% | +6.2% |
| 30D | +11.9% | -2.2% | +14.1% | +13.0% |
| 3M | +13.7% | +10.1% | +3.6% | +8.5% |
| 6M | +13.1% | -5.7% | +18.9% | +15.7% |
| YTD | +32.0% | +7.0% | +25.0% | +27.0% |
| 1Y | +22.1% | +2.7% | +19.4% | +19.6% |
| 3Y | +77.5% | +57.7% | +19.8% | +39.6% |
| 5Y | +106.3% | +31.1% | +75.1% | +75.8% |
| All | +231.7% | +64.2% | +167.5% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling