+19.4%
ETN vs CTVA
+18.2%
+1.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | +3.5% | -4.5% | +8.0% | +3.1% |
| 30D | -7.5% | +11.3% | -18.8% | -6.9% |
| 3M | +8.3% | +12.3% | -4.0% | +4.4% |
| 6M | +20.2% | +7.2% | +13.0% | +16.8% |
| YTD | +34.7% | +26.0% | +8.7% | +28.8% |
| 1Y | +19.4% | +16.0% | +3.4% | +13.4% |
| All | +19.4% | +18.2% | +1.2% | +13.4% |
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