+231.7%
CTVA vs EL
-31.4%
+263.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.6% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +11.9% | +19.8% | -7.9% | +6.2% |
| 3M | +13.7% | +25.7% | -12.0% | +6.2% |
| 6M | +13.1% | +5.4% | +7.7% | +9.8% |
| YTD | +32.0% | +0.2% | +31.7% | +28.6% |
| 1Y | +22.1% | +20.4% | +1.6% | +11.6% |
| 3Y | +77.5% | -32.1% | +109.6% | +85.7% |
| 5Y | +106.3% | -67.2% | +173.5% | +187.3% |
| All | +231.7% | -31.4% | +263.0% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling