+231.7%
CTVA vs ESI
+295.5%
-63.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.9% |
| 7D | +4.9% | +3.3% | +1.6% | +3.6% |
| 30D | +11.9% | -5.9% | +17.8% | +14.0% |
| 3M | +13.7% | -14.1% | +27.8% | +17.7% |
| 6M | +13.1% | +6.6% | +6.6% | +5.3% |
| YTD | +32.0% | +45.0% | -13.1% | +6.7% |
| 1Y | +22.1% | +41.5% | -19.4% | -1.2% |
| 3Y | +77.5% | +78.8% | -1.3% | +23.8% |
| 5Y | +106.3% | +70.9% | +35.4% | +41.3% |
| All | +231.7% | +295.5% | -63.8% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling