+105.2%
CTVA vs EFV
+94.1%
+11.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -4.7% | -2.0% | -2.7% | -3.3% |
| 30D | +11.1% | -0.2% | +11.3% | +11.2% |
| 3M | +13.7% | +9.1% | +4.6% | +6.7% |
| 6M | +11.2% | +11.7% | -0.5% | +2.0% |
| YTD | +26.9% | +17.0% | +9.8% | +12.1% |
| 1Y | +18.8% | +26.7% | -7.9% | -1.5% |
| 3Y | +75.9% | +90.2% | -14.2% | +5.2% |
| 5Y | +105.2% | +96.1% | +9.1% | +18.8% |
| All | +105.2% | +94.1% | +11.1% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling