+218.9%
CTVA vs ESI
+275.3%
-56.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.4% |
| 7D | -4.7% | -2.3% | -2.3% | -3.9% |
| 30D | +11.1% | -9.0% | +20.1% | +14.5% |
| 3M | +13.7% | -13.3% | +27.0% | +17.2% |
| 6M | +11.2% | +5.3% | +5.9% | +3.9% |
| YTD | +26.9% | +37.6% | -10.7% | +4.6% |
| 1Y | +18.8% | +33.6% | -14.8% | -1.8% |
| 3Y | +75.9% | +75.8% | +0.2% | +22.9% |
| 5Y | +105.2% | +68.6% | +36.6% | +40.2% |
| All | +218.9% | +275.3% | -56.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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