+422.9%
EWT vs CTVA
+208.7%
+214.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -1.1% | -4.5% | +3.4% | -0.1% |
| 30D | +4.5% | +11.3% | -6.9% | +1.8% |
| 3M | +8.3% | +12.3% | -4.1% | +4.6% |
| 6M | +54.2% | +7.2% | +47.1% | +50.4% |
| YTD | +74.6% | +26.0% | +48.6% | +63.6% |
| 1Y | +84.9% | +16.0% | +68.9% | +76.2% |
| 3Y | +197.5% | +73.9% | +123.6% | +153.1% |
| 5Y | +150.6% | +103.8% | +46.8% | +102.7% |
| All | +422.9% | +208.7% | +214.2% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling