+105.1%
CTVA vs EW
-29.9%
+135.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -5.8% | -5.1% | -0.7% | -5.1% |
| 30D | +11.1% | -6.4% | +17.4% | +12.0% |
| 3M | +13.2% | -1.6% | +14.8% | +13.4% |
| 6M | +8.7% | +2.3% | +6.4% | +8.2% |
| YTD | +27.3% | +1.1% | +26.2% | +26.8% |
| 1Y | +18.0% | +8.0% | +10.0% | +16.5% |
| 3Y | +76.5% | +16.3% | +60.1% | +67.3% |
| 5Y | +105.1% | -29.4% | +134.5% | +112.0% |
| All | +105.1% | -29.9% | +135.0% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling