+216.7%
CTVA vs EME
+886.2%
-669.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.1% |
| 7D | -4.5% | +3.5% | -8.0% | -5.6% |
| 30D | +11.3% | -6.3% | +17.6% | +13.3% |
| 3M | +12.3% | -3.8% | +16.1% | +11.9% |
| 6M | +7.2% | +8.5% | -1.3% | +1.5% |
| YTD | +26.0% | +27.8% | -1.8% | +11.5% |
| 1Y | +16.0% | +22.2% | -6.2% | +2.5% |
| 3Y | +73.9% | +253.5% | -179.6% | -12.8% |
| 5Y | +103.8% | +578.6% | -474.8% | -30.3% |
| All | +216.7% | +886.2% | -669.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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