+291.9%
EWY vs CTVA
+216.1%
+75.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +8.0% | -2.1% | +10.1% | +8.7% |
| 30D | +14.3% | +12.0% | +2.3% | +10.1% |
| 3M | +2.3% | +13.5% | -11.2% | -2.5% |
| 6M | +49.9% | +12.1% | +37.7% | +43.0% |
| YTD | +95.3% | +29.0% | +66.3% | +78.3% |
| 1Y | +161.7% | +18.9% | +142.9% | +144.0% |
| 3Y | +230.2% | +78.9% | +151.3% | +163.4% |
| 5Y | +148.1% | +105.2% | +42.9% | +85.8% |
| All | +291.9% | +216.1% | +75.8% | +132.9% |
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 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