+219.9%
CTVA vs EME
+852.9%
-633.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -5.8% | +2.7% | -8.5% | -6.7% |
| 30D | +11.1% | -6.8% | +17.9% | +13.2% |
| 3M | +13.2% | -8.8% | +22.1% | +14.8% |
| 6M | +8.7% | +5.0% | +3.7% | +4.1% |
| YTD | +27.3% | +23.5% | +3.8% | +13.9% |
| 1Y | +18.0% | +21.3% | -3.3% | +4.3% |
| 3Y | +76.5% | +241.1% | -164.6% | -10.4% |
| 5Y | +105.1% | +549.2% | -444.1% | -28.6% |
| All | +219.9% | +852.9% | -633.0% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling