+205.4%
CTVA vs ED
+74.7%
+130.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | -8.7% | +11.2% | -19.9% | -12.2% |
| 3M | +6.4% | +11.8% | -5.4% | +2.1% |
| 6M | -1.9% | +14.1% | -16.0% | -6.6% |
| YTD | +21.5% | +23.0% | -1.4% | +12.6% |
| 1Y | +24.3% | +23.7% | +0.6% | +14.8% |
| 3Y | +91.8% | +47.7% | +44.1% | +63.2% |
| 5Y | +78.4% | +82.6% | -4.2% | +37.9% |
| All | +205.4% | +74.7% | +130.7% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling