+105.1%
CTVA vs ESI
+74.4%
+30.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.0% |
| 7D | -5.8% | +3.9% | -9.7% | -6.7% |
| 30D | +11.1% | -3.8% | +14.8% | +11.8% |
| 3M | +13.2% | -13.1% | +26.4% | +15.8% |
| 6M | +8.7% | +11.3% | -2.6% | +1.9% |
| YTD | +27.3% | +44.1% | -16.8% | +8.8% |
| 1Y | +18.0% | +40.3% | -22.3% | +1.1% |
| 3Y | +76.5% | +84.1% | -7.6% | +33.3% |
| 5Y | +105.1% | +75.8% | +29.3% | +51.7% |
| All | +105.1% | +74.4% | +30.7% | +51.7% |
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