+131.2%
CTVA vs EW
+85.7%
+45.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | 0.0% | -24.3% | -24.3% |
| 7D | -23.7% | +4.9% | -28.6% | -24.6% |
| 30D | -31.2% | +24.1% | -55.3% | -34.8% |
| 3M | -18.7% | +13.7% | -32.4% | -21.4% |
| 6M | -25.5% | +32.7% | -58.2% | -30.8% |
| YTD | -8.0% | +24.1% | -32.1% | -13.4% |
| 1Y | -7.0% | +23.6% | -30.6% | -12.4% |
| 3Y | +45.2% | +64.8% | -19.6% | +19.7% |
| 5Y | +32.3% | -8.8% | +41.1% | +29.9% |
| All | +131.2% | +85.7% | +45.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling