+84.9%
EWT vs CTVA
+18.2%
+66.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | -1.1% | -4.5% | +3.4% | -1.1% |
| 30D | +4.5% | +11.3% | -6.9% | +4.5% |
| 3M | +8.3% | +12.3% | -4.1% | +6.0% |
| 6M | +54.2% | +7.2% | +47.1% | +51.4% |
| YTD | +74.6% | +26.0% | +48.6% | +69.2% |
| 1Y | +84.9% | +16.0% | +68.9% | +76.9% |
| All | +84.9% | +18.2% | +66.7% | +76.9% |
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