+9.9%
EWZ vs CTVA
+13.0%
-3.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +6.5% | +4.9% | +1.6% | +6.2% |
| 30D | +4.8% | +11.9% | -7.1% | +4.4% |
| 3M | +9.9% | +13.7% | -3.8% | +5.3% |
| All | +9.9% | +13.0% | -3.1% | +5.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling