+219.9%
CTVA vs ET
+178.5%
+41.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -5.8% | +0.6% | -6.5% | -6.0% |
| 30D | +11.1% | +5.3% | +5.8% | +8.9% |
| 3M | +13.2% | +15.6% | -2.4% | +7.1% |
| 6M | +8.7% | +20.6% | -11.9% | +1.1% |
| YTD | +27.3% | +38.5% | -11.2% | +12.4% |
| 1Y | +18.0% | +35.7% | -17.7% | +4.9% |
| 3Y | +76.5% | +98.4% | -21.9% | +34.8% |
| 5Y | +105.1% | +245.3% | -140.2% | +26.2% |
| All | +219.9% | +178.5% | +41.5% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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