+190.4%
ETN vs CTVA
+102.9%
+87.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +3.5% | -4.5% | +8.0% | +4.9% |
| 30D | -7.5% | +11.3% | -18.8% | -10.6% |
| 3M | +8.3% | +12.3% | -4.0% | +2.5% |
| 6M | +20.2% | +7.2% | +13.0% | +15.5% |
| YTD | +34.7% | +26.0% | +8.7% | +22.0% |
| 1Y | +19.4% | +16.0% | +3.4% | +11.0% |
| 3Y | +85.5% | +73.9% | +11.6% | +45.5% |
| All | +190.4% | +102.9% | +87.5% | +108.0% |
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