+78.9%
CTVA vs EW
+14.1%
+64.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -2.1% | -4.4% | +2.3% | -1.7% |
| 30D | +12.0% | -3.3% | +15.4% | +12.4% |
| 3M | +13.5% | +1.0% | +12.5% | +13.4% |
| 6M | +12.1% | +6.2% | +5.9% | +11.4% |
| YTD | +29.0% | +1.7% | +27.3% | +28.7% |
| 1Y | +18.9% | +8.1% | +10.7% | +17.9% |
| 3Y | +78.9% | +17.1% | +61.8% | +64.3% |
| All | +78.9% | +14.1% | +64.8% | +64.3% |
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