+216.7%
CTVA vs ED
+56.0%
+160.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +11.3% | -0.4% | +11.7% | +11.4% |
| 3M | +12.3% | +0.5% | +11.9% | +12.1% |
| 6M | +7.2% | -3.1% | +10.3% | +8.3% |
| YTD | +26.0% | +9.8% | +16.2% | +21.6% |
| 1Y | +16.0% | +12.6% | +3.4% | +10.9% |
| 3Y | +73.9% | +31.4% | +42.5% | +54.3% |
| 5Y | +103.8% | +69.4% | +34.4% | +61.4% |
| All | +216.7% | +56.0% | +160.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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