+216.7%
CTVA vs EFV
+134.6%
+82.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.6% |
| 7D | -4.5% | -0.8% | -3.7% | -3.8% |
| 30D | +11.3% | +0.6% | +10.7% | +10.7% |
| 3M | +12.3% | +7.5% | +4.8% | +5.2% |
| 6M | +7.2% | +13.0% | -5.9% | -4.6% |
| YTD | +26.0% | +18.3% | +7.7% | +7.4% |
| 1Y | +16.0% | +26.7% | -10.7% | -7.3% |
| 3Y | +73.9% | +89.6% | -15.7% | -5.2% |
| 5Y | +103.8% | +98.2% | +5.6% | +5.6% |
| All | +216.7% | +134.6% | +82.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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