+224.3%
CTVA vs VEU
+116.8%
+107.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -2.1% | +1.7% | -3.8% | -3.5% |
| 30D | +12.0% | +1.0% | +11.1% | +11.0% |
| 3M | +13.5% | +5.6% | +7.9% | +7.6% |
| 6M | +12.1% | +13.7% | -1.6% | -1.5% |
| YTD | +29.0% | +17.7% | +11.3% | +9.4% |
| 1Y | +18.9% | +25.8% | -6.9% | -5.6% |
| 3Y | +78.9% | +77.1% | +1.8% | +1.7% |
| 5Y | +105.2% | +57.1% | +48.1% | +31.2% |
| All | +224.3% | +116.8% | +107.4% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling