+65.8%
EMR vs CTVA
+103.5%
-37.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.9% | -5.8% | +6.7% | +3.2% |
| 30D | -5.0% | +11.1% | -16.0% | -8.9% |
| 3M | +5.9% | +13.2% | -7.3% | -0.3% |
| 6M | +7.3% | +8.7% | -1.4% | +2.3% |
| YTD | +14.6% | +27.3% | -12.7% | +2.4% |
| 1Y | +15.6% | +18.0% | -2.4% | +6.1% |
| 3Y | +60.2% | +76.5% | -16.3% | +23.4% |
| 5Y | +65.8% | +105.1% | -39.3% | +17.2% |
| All | +65.8% | +103.5% | -37.7% | +17.2% |
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 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