+43.3%
CTVA vs EW
+62.8%
-19.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | -20.8% | +4.9% | -25.7% | -21.0% |
| 30D | -29.6% | +23.9% | -53.6% | -30.7% |
| 3M | -16.9% | +15.8% | -32.7% | -17.8% |
| 6M | -24.3% | +31.7% | -55.9% | -25.8% |
| YTD | -5.6% | +25.7% | -31.3% | -7.3% |
| 1Y | -4.2% | +24.4% | -28.6% | -5.8% |
| 3Y | +43.3% | +65.9% | -22.6% | +30.7% |
| All | +43.3% | +62.8% | -19.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling