+231.7%
CTVA vs EW
+57.8%
+173.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.9% | -0.3% | +5.3% | +5.0% |
| 30D | +11.9% | +1.0% | +10.9% | +11.6% |
| 3M | +13.7% | +2.8% | +10.9% | +12.8% |
| 6M | +13.1% | +5.5% | +7.6% | +11.2% |
| YTD | +32.0% | +5.5% | +26.5% | +29.5% |
| 1Y | +22.1% | +11.0% | +11.0% | +18.2% |
| 3Y | +77.5% | +17.7% | +59.8% | +61.2% |
| 5Y | +106.3% | -25.7% | +132.0% | +114.8% |
| All | +231.7% | +57.8% | +173.9% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling