+105.1%
CTVA vs EXE
+97.7%
+7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.7% |
| 30D | +11.3% | -0.9% | +12.2% | +11.6% |
| 3M | +12.3% | +9.6% | +2.8% | +9.4% |
| 6M | +7.2% | -11.6% | +18.8% | +10.1% |
| YTD | +26.0% | -12.6% | +38.6% | +29.3% |
| 1Y | +16.0% | +1.2% | +14.9% | +13.6% |
| 3Y | +73.9% | +18.0% | +55.9% | +60.0% |
| All | +105.1% | +97.7% | +7.4% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling