+289.4%
EWY vs CTVA
+208.7%
+80.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | -0.1% | -4.5% | +4.4% | +1.3% |
| 30D | +7.3% | +11.3% | -4.0% | +3.5% |
| 3M | -5.1% | +12.3% | -17.5% | -9.4% |
| 6M | +42.1% | +7.2% | +34.9% | +37.5% |
| YTD | +94.1% | +26.0% | +68.1% | +78.4% |
| 1Y | +147.8% | +16.0% | +131.8% | +132.8% |
| 3Y | +222.9% | +73.9% | +149.0% | +159.9% |
| 5Y | +150.6% | +103.8% | +46.8% | +88.0% |
| All | +289.4% | +208.7% | +80.7% | +133.1% |
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 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