+75.1%
CTVA vs EME
+237.6%
-162.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.7% | +0.9% | -5.6% | -4.7% |
| 30D | +11.1% | -8.4% | +19.5% | +11.8% |
| 3M | +13.7% | -3.6% | +17.3% | +13.7% |
| 6M | +11.2% | +3.6% | +7.7% | +10.2% |
| YTD | +26.9% | +22.5% | +4.4% | +22.7% |
| 1Y | +18.8% | +18.2% | +0.6% | +14.9% |
| All | +75.1% | +237.6% | -162.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling