+103.5%
EEM vs CTVA
+216.1%
-112.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +3.1% | -2.1% | +5.2% | +3.6% |
| 30D | +4.9% | +12.0% | -7.2% | +1.6% |
| 3M | +5.2% | +13.5% | -8.2% | +1.0% |
| 6M | +20.7% | +12.1% | +8.6% | +15.9% |
| YTD | +26.5% | +29.0% | -2.5% | +16.7% |
| 1Y | +37.8% | +18.9% | +19.0% | +29.6% |
| 3Y | +91.0% | +78.9% | +12.1% | +56.7% |
| 5Y | +47.0% | +105.2% | -58.2% | +13.5% |
| All | +103.5% | +216.1% | -112.5% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling