+187.0%
EMR vs CTVA
+223.3%
-36.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -1.5% | +4.9% | -6.5% | -3.8% |
| 30D | -5.6% | +11.9% | -17.5% | -10.5% |
| 3M | +7.9% | +13.7% | -5.7% | +0.6% |
| 6M | +6.0% | +13.1% | -7.1% | -1.4% |
| YTD | +16.4% | +32.0% | -15.5% | +0.8% |
| 1Y | +16.6% | +22.1% | -5.5% | +4.0% |
| 3Y | +62.9% | +77.5% | -14.6% | +19.0% |
| 5Y | +60.1% | +106.3% | -46.2% | +5.7% |
| All | +187.0% | +223.3% | -36.3% | +37.1% |
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 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