+16.0%
CTVA vs ESI
+34.2%
-18.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -4.5% | -4.6% | +0.1% | -4.4% |
| 30D | +11.3% | -10.5% | +21.8% | +11.7% |
| 3M | +12.3% | -19.8% | +32.1% | +13.7% |
| 6M | +7.2% | +5.8% | +1.4% | +4.6% |
| YTD | +26.0% | +38.3% | -12.3% | +17.7% |
| 1Y | +16.0% | +31.5% | -15.5% | +7.4% |
| All | +16.0% | +34.2% | -18.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling