+205.4%
CTVA vs EXPE
+127.4%
+78.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -1.0% | -17.8% | +16.8% | +2.6% |
| 30D | -8.7% | -3.2% | -5.5% | -8.5% |
| 3M | +6.4% | -19.0% | +25.4% | +10.0% |
| 6M | -1.9% | +17.7% | -19.6% | -6.3% |
| YTD | +21.5% | -7.8% | +29.3% | +20.3% |
| 1Y | +24.3% | -1.4% | +25.6% | +20.9% |
| 3Y | +91.8% | +121.9% | -30.1% | +48.3% |
| 5Y | +78.4% | +44.3% | +34.2% | +46.7% |
| All | +205.4% | +127.4% | +78.1% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling