+219.9%
CTVA vs VWO
+88.6%
+131.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -0.9% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | +11.1% | +0.9% | +10.2% | +10.3% |
| 3M | +13.2% | +4.3% | +9.0% | +9.5% |
| 6M | +8.7% | +10.5% | -1.8% | +0.1% |
| YTD | +27.3% | +13.4% | +13.9% | +14.9% |
| 1Y | +18.0% | +18.6% | -0.6% | +2.8% |
| 3Y | +76.5% | +65.8% | +10.7% | +18.5% |
| 5Y | +105.1% | +35.2% | +69.9% | +60.2% |
| All | +219.9% | +88.6% | +131.3% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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