+148.7%
EWY vs CTVA
+102.9%
+45.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -0.1% | -4.5% | +4.4% | +1.1% |
| 30D | +7.3% | +11.3% | -4.0% | +3.9% |
| 3M | -5.1% | +12.3% | -17.5% | -9.1% |
| 6M | +42.1% | +7.2% | +34.9% | +37.8% |
| YTD | +94.1% | +26.0% | +68.1% | +79.6% |
| 1Y | +147.8% | +16.0% | +131.8% | +134.0% |
| 3Y | +222.9% | +73.9% | +149.0% | +163.8% |
| All | +148.7% | +102.9% | +45.8% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling