-4.9%
EQT vs CTVA
+33.4%
-38.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.7% |
| 7D | -6.6% | +8.2% | -14.8% | -7.8% |
| 30D | +2.7% | -1.0% | +3.8% | +2.4% |
| 3M | -0.2% | +4.6% | -4.7% | -1.5% |
| 6M | -10.6% | +0.5% | -11.0% | -12.0% |
| YTD | -1.2% | +22.7% | -23.9% | -11.6% |
| 1Y | -4.9% | +32.0% | -36.8% | -19.5% |
| All | -4.9% | +33.4% | -38.3% | -19.5% |
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