+105.1%
CTVA vs EXPE
+89.3%
+15.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -5.8% | -11.5% | +5.7% | -4.4% |
| 30D | +11.1% | -13.1% | +24.1% | +12.8% |
| 3M | +13.2% | +18.1% | -4.9% | +10.6% |
| 6M | +8.7% | +13.3% | -4.5% | +6.4% |
| YTD | +27.3% | -3.2% | +30.5% | +26.6% |
| 1Y | +18.0% | +26.1% | -8.2% | +12.3% |
| 3Y | +76.5% | +151.7% | -75.2% | +47.6% |
| 5Y | +105.1% | +88.3% | +16.8% | +69.6% |
| All | +105.1% | +89.3% | +15.8% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling