+39.6%
CTVA vs EXE
+20.0%
+19.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.3% | -24.0% | -24.2% |
| 7D | -23.7% | +3.6% | -27.2% | -24.1% |
| 30D | -31.2% | -4.3% | -26.9% | -30.7% |
| 3M | -18.7% | -7.7% | -11.1% | -17.7% |
| 6M | -25.5% | -7.2% | -18.3% | -24.8% |
| YTD | -8.0% | -18.5% | +10.5% | -5.2% |
| 1Y | -7.0% | -24.4% | +17.4% | -2.7% |
| All | +39.6% | +20.0% | +19.7% | +29.5% |
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