+218.9%
CTVA vs EL
-36.3%
+255.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -3.6% |
| 30D | +11.1% | +10.3% | +0.8% | +7.8% |
| 3M | +13.7% | +13.4% | +0.4% | +9.2% |
| 6M | +11.2% | +3.1% | +8.1% | +8.4% |
| YTD | +26.9% | -6.9% | +33.8% | +26.1% |
| 1Y | +18.8% | +11.9% | +6.9% | +10.8% |
| 3Y | +75.9% | -33.8% | +109.8% | +83.9% |
| 5Y | +105.2% | -69.0% | +174.2% | +188.1% |
| All | +218.9% | -36.3% | +255.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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