+231.7%
CTVA vs ED
+57.2%
+174.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +11.9% | -0.1% | +12.1% | +11.9% |
| 3M | +13.7% | +3.9% | +9.7% | +12.1% |
| 6M | +13.1% | -3.0% | +16.2% | +14.3% |
| YTD | +32.0% | +10.7% | +21.3% | +27.0% |
| 1Y | +22.1% | +13.3% | +8.7% | +16.4% |
| 3Y | +77.5% | +34.5% | +43.0% | +56.1% |
| 5Y | +106.3% | +67.1% | +39.1% | +64.4% |
| All | +231.7% | +57.2% | +174.4% | +163.6% |
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