+106.5%
EFA vs CTVA
+211.9%
-105.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.5% | -5.8% | +5.3% | +1.2% |
| 30D | -1.3% | +11.1% | -12.4% | -4.3% |
| 3M | +5.2% | +13.2% | -8.0% | +1.0% |
| 6M | +9.4% | +8.7% | +0.6% | +5.9% |
| YTD | +12.7% | +27.3% | -14.6% | +4.2% |
| 1Y | +19.3% | +18.0% | +1.3% | +12.2% |
| 3Y | +66.3% | +76.5% | -10.2% | +36.1% |
| 5Y | +53.4% | +105.1% | -51.7% | +17.8% |
| All | +106.5% | +211.9% | -105.4% | +28.2% |
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