+137.3%
CTVA vs ES
+24.8%
+112.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -20.8% | +2.7% | -23.5% | -21.6% |
| 30D | -29.6% | +7.6% | -37.2% | -31.5% |
| 3M | -16.9% | +0.5% | -17.4% | -17.2% |
| 6M | -24.3% | +7.6% | -31.9% | -26.4% |
| YTD | -5.6% | +10.2% | -15.8% | -9.3% |
| 1Y | -4.2% | +1.8% | -6.0% | -5.7% |
| 3Y | +43.3% | +55.4% | -12.1% | +17.6% |
| 5Y | +35.7% | +7.3% | +28.4% | +26.7% |
| All | +137.3% | +24.8% | +112.4% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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