+34.7%
EWZ vs CTVA
+17.0%
+17.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.1% | -5.8% | +5.7% | +1.0% |
| 30D | +8.2% | +11.1% | -2.9% | +6.4% |
| 3M | +13.3% | +13.2% | +0.1% | +9.5% |
| 6M | +3.6% | +8.7% | -5.1% | +0.9% |
| YTD | +21.0% | +27.3% | -6.3% | +14.3% |
| 1Y | +34.7% | +18.0% | +16.7% | +26.3% |
| All | +34.7% | +17.0% | +17.7% | +26.3% |
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