+78.9%
CTVA vs EXPE
+162.6%
-83.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.9% | +5.7% | -1.5% |
| 7D | -2.1% | -9.8% | +7.7% | -1.2% |
| 30D | +12.0% | -11.5% | +23.5% | +13.2% |
| 3M | +13.5% | +21.7% | -8.2% | +11.2% |
| 6M | +12.1% | +10.4% | +1.7% | +10.6% |
| YTD | +29.0% | -2.5% | +31.5% | +28.8% |
| 1Y | +18.9% | +27.3% | -8.5% | +13.8% |
| 3Y | +78.9% | +153.5% | -74.6% | +53.0% |
| All | +78.9% | +162.6% | -83.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling