+18.8%
CTVA vs EMB
+3.6%
+15.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | +11.1% | -1.1% | +12.2% | +11.1% |
| 3M | +13.7% | -0.8% | +14.5% | +13.7% |
| 6M | +11.2% | -0.1% | +11.3% | +10.8% |
| YTD | +26.9% | +0.4% | +26.4% | +26.3% |
| 1Y | +18.8% | +3.3% | +15.5% | +23.0% |
| All | +18.8% | +3.6% | +15.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling