+195.6%
EQT vs CTVA
+104.4%
+91.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.2% | -4.7% | +3.5% | +1.1% |
| 30D | +1.1% | +11.1% | -10.0% | -4.1% |
| 3M | +4.8% | +13.7% | -8.9% | -3.0% |
| 6M | -10.6% | +11.2% | -21.8% | -16.7% |
| YTD | +3.4% | +26.9% | -23.5% | -10.6% |
| 1Y | +8.7% | +18.8% | -10.1% | -3.3% |
| 3Y | +35.0% | +75.9% | -41.0% | -9.4% |
| All | +195.6% | +104.4% | +91.2% | +81.9% |
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