+216.7%
CTVA vs EW
+48.1%
+168.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -4.5% | -6.2% | +1.6% | -3.0% |
| 30D | +11.3% | -9.3% | +20.6% | +14.0% |
| 3M | +12.3% | -1.6% | +13.9% | +12.6% |
| 6M | +7.2% | -0.8% | +8.0% | +7.0% |
| YTD | +26.0% | -1.0% | +27.0% | +25.6% |
| 1Y | +16.0% | +8.2% | +7.9% | +13.0% |
| 3Y | +73.9% | +12.7% | +61.2% | +59.4% |
| 5Y | +103.8% | -30.2% | +134.0% | +115.5% |
| All | +216.7% | +48.1% | +168.6% | +94.6% |
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