+224.3%
CTVA vs ETR
+181.5%
+42.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +12.0% | +1.9% | +10.2% | +11.1% |
| 3M | +13.5% | +1.0% | +12.5% | +12.8% |
| 6M | +12.1% | +4.8% | +7.3% | +9.3% |
| YTD | +29.0% | +19.5% | +9.5% | +18.8% |
| 1Y | +18.9% | +28.1% | -9.2% | +6.0% |
| 3Y | +78.9% | +151.1% | -72.3% | +14.7% |
| 5Y | +105.2% | +125.2% | -19.9% | +36.1% |
| All | +224.3% | +181.5% | +42.7% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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