+105.1%
CTVA vs ED
+66.4%
+38.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +11.1% | +1.9% | +9.1% | +10.4% |
| 3M | +13.2% | +1.9% | +11.4% | +12.7% |
| 6M | +8.7% | -2.3% | +11.0% | +9.4% |
| YTD | +27.3% | +10.9% | +16.4% | +23.5% |
| 1Y | +18.0% | +14.5% | +3.5% | +13.4% |
| 3Y | +76.5% | +33.4% | +43.1% | +58.9% |
| 5Y | +105.1% | +67.3% | +37.8% | +82.0% |
| All | +105.1% | +66.4% | +38.7% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling