+426.9%
EWT vs CTVA
+211.9%
+215.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +2.1% | -5.8% | +7.9% | +3.5% |
| 30D | +9.4% | +11.1% | -1.7% | +6.7% |
| 3M | +10.9% | +13.2% | -2.4% | +6.9% |
| 6M | +57.9% | +8.7% | +49.2% | +53.5% |
| YTD | +75.9% | +27.3% | +48.6% | +64.5% |
| 1Y | +89.7% | +18.0% | +71.7% | +80.1% |
| 3Y | +200.9% | +76.5% | +124.4% | +155.1% |
| 5Y | +154.5% | +105.1% | +49.4% | +105.6% |
| All | +426.9% | +211.9% | +215.1% | +263.1% |
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