+32.3%
CTVA vs ESI
+40.6%
-8.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.1% | -22.2% | -23.8% |
| 7D | -23.7% | +8.3% | -32.0% | -24.9% |
| 30D | -31.2% | -10.4% | -20.8% | -29.7% |
| 3M | -18.7% | -13.2% | -5.6% | -16.7% |
| 6M | -25.5% | -23.9% | -1.6% | -21.9% |
| YTD | -8.0% | +34.2% | -42.2% | -20.1% |
| 1Y | -7.0% | +22.2% | -29.2% | -17.0% |
| 3Y | +45.2% | +79.2% | -34.0% | +10.5% |
| 5Y | +32.3% | +38.1% | -5.9% | +11.5% |
| All | +32.3% | +40.6% | -8.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling