+32.3%
EEM vs CTVA
+18.2%
+14.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -1.3% | -4.5% | +3.3% | -1.2% |
| 30D | +2.1% | +11.3% | -9.2% | +1.7% |
| 3M | +1.0% | +12.3% | -11.3% | -0.7% |
| 6M | +15.9% | +7.2% | +8.7% | +14.2% |
| YTD | +24.6% | +26.0% | -1.4% | +21.3% |
| 1Y | +32.3% | +16.0% | +16.3% | +27.3% |
| All | +32.3% | +18.2% | +14.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling