+75.7%
CTVA vs EXE
+17.8%
+57.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -5.8% | -2.7% | -3.1% | -5.3% |
| 30D | +11.1% | -0.4% | +11.4% | +11.1% |
| 3M | +13.2% | +9.5% | +3.7% | +11.1% |
| 6M | +8.7% | -9.3% | +18.1% | +10.5% |
| YTD | +27.3% | -10.9% | +38.2% | +29.5% |
| 1Y | +18.0% | +4.3% | +13.7% | +14.8% |
| All | +75.7% | +17.8% | +57.9% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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