+164.3%
EWY vs CTVA
+22.4%
+141.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.7% |
| 7D | +4.8% | +4.9% | -0.1% | +4.4% |
| 30D | +11.7% | +11.9% | -0.3% | +10.5% |
| 3M | -7.4% | +13.7% | -21.1% | -9.6% |
| 6M | +40.6% | +13.1% | +27.4% | +36.7% |
| YTD | +94.3% | +32.0% | +62.3% | +87.3% |
| 1Y | +164.3% | +22.1% | +142.2% | +151.8% |
| All | +164.3% | +22.4% | +141.9% | +151.8% |
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 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