+16.6%
EMR vs CTVA
+22.4%
-5.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.5% | +4.9% | -6.5% | -2.2% |
| 30D | -5.6% | +11.9% | -17.5% | -7.2% |
| 3M | +7.9% | +13.7% | -5.7% | +4.3% |
| 6M | +6.0% | +13.1% | -7.1% | +1.9% |
| YTD | +16.4% | +32.0% | -15.5% | +8.8% |
| 1Y | +16.6% | +22.1% | -5.5% | +9.5% |
| All | +16.6% | +22.4% | -5.8% | +9.5% |
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