+137.3%
CTVA vs EL
-26.2%
+163.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -20.8% | +1.5% | -22.3% | -21.0% |
| 30D | -29.6% | +10.0% | -39.6% | -31.4% |
| 3M | -16.9% | +28.4% | -45.3% | -22.7% |
| 6M | -24.3% | +37.1% | -61.3% | -31.2% |
| YTD | -5.6% | +7.8% | -13.4% | -9.9% |
| 1Y | -4.2% | +26.0% | -30.2% | -13.0% |
| 3Y | +43.3% | +3.8% | +39.5% | +29.2% |
| 5Y | +35.7% | -65.2% | +100.9% | +87.2% |
| All | +137.3% | -26.2% | +163.4% | +78.7% |
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