+105.2%
CTVA vs VEU
+53.0%
+52.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -4.7% | -1.9% | -2.7% | -3.5% |
| 30D | +11.1% | -0.7% | +11.8% | +11.5% |
| 3M | +13.7% | +4.9% | +8.9% | +9.8% |
| 6M | +11.2% | +9.8% | +1.4% | +3.2% |
| YTD | +26.9% | +15.3% | +11.6% | +13.3% |
| 1Y | +18.8% | +23.0% | -4.2% | +0.8% |
| 3Y | +75.9% | +73.5% | +2.4% | +14.5% |
| 5Y | +105.2% | +54.5% | +50.7% | +47.6% |
| All | +105.2% | +53.0% | +52.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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