+218.9%
CTVA vs EXPE
+142.3%
+76.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -4.7% | -8.7% | +4.0% | -3.0% |
| 30D | +11.1% | -13.6% | +24.7% | +14.2% |
| 3M | +13.7% | +26.6% | -12.9% | +7.8% |
| 6M | +11.2% | +19.9% | -8.7% | +5.9% |
| YTD | +26.9% | -1.7% | +28.6% | +24.8% |
| 1Y | +18.8% | +29.4% | -10.6% | +9.0% |
| 3Y | +75.9% | +155.7% | -79.7% | +31.8% |
| 5Y | +105.2% | +93.1% | +12.1% | +55.0% |
| All | +218.9% | +142.3% | +76.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling