+224.3%
CTVA vs ES
+22.9%
+201.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | +12.0% | -1.2% | +13.2% | +12.4% |
| 3M | +13.5% | +5.0% | +8.5% | +11.6% |
| 6M | +12.1% | -2.8% | +14.9% | +13.0% |
| YTD | +29.0% | +8.6% | +20.4% | +24.9% |
| 1Y | +18.9% | +18.9% | -0.1% | +10.3% |
| 3Y | +78.9% | +32.1% | +46.7% | +56.2% |
| 5Y | +105.2% | -5.1% | +110.3% | +101.6% |
| All | +224.3% | +22.9% | +201.3% | +257.6% |
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