+52.7%
EFA vs CTVA
+102.9%
-50.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.5% | -4.5% | +3.0% | -0.5% |
| 30D | -1.7% | +11.3% | -13.0% | -4.2% |
| 3M | +3.5% | +12.3% | -8.8% | 0.0% |
| 6M | +9.5% | +7.2% | +2.3% | +6.9% |
| YTD | +12.9% | +26.0% | -13.1% | +5.6% |
| 1Y | +18.2% | +16.0% | +2.2% | +12.6% |
| 3Y | +64.8% | +73.9% | -9.1% | +38.9% |
| All | +52.7% | +102.9% | -50.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling