+55.2%
EWT vs CTVA
+33.4%
+21.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.0% |
| 7D | -10.9% | +8.2% | -19.1% | -10.5% |
| 30D | -17.7% | -1.0% | -16.7% | -17.4% |
| 3M | -5.0% | +4.6% | -9.6% | -4.6% |
| 6M | +7.4% | +0.5% | +6.9% | +6.0% |
| YTD | +52.8% | +22.7% | +30.1% | +42.4% |
| 1Y | +55.2% | +32.0% | +23.2% | +39.3% |
| All | +55.2% | +33.4% | +21.7% | +39.3% |
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