+504.1%
ETN vs CTVA
+210.9%
+293.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +3.0% | -4.7% | +7.7% | +5.0% |
| 30D | -10.9% | +11.1% | -22.0% | -15.0% |
| 3M | +9.2% | +13.7% | -4.5% | +1.4% |
| 6M | +13.9% | +11.2% | +2.7% | +6.6% |
| YTD | +29.5% | +26.9% | +2.6% | +14.2% |
| 1Y | +14.2% | +18.8% | -4.6% | +2.9% |
| 3Y | +79.9% | +75.9% | +3.9% | +31.5% |
| 5Y | +175.7% | +105.2% | +70.4% | +81.2% |
| All | +504.1% | +210.9% | +293.2% | +192.8% |
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