+19.8%
EWZ vs CTVA
+64.9%
-45.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -1.5% | +2.2% | -3.7% | -2.1% |
| 30D | -24.5% | -17.6% | -6.9% | -20.7% |
| 3M | -10.7% | +3.4% | -14.1% | -11.9% |
| 6M | -19.1% | -2.6% | -16.5% | -19.5% |
| YTD | +1.6% | +19.1% | -17.5% | -5.0% |
| 1Y | +4.3% | +26.8% | -22.5% | -4.3% |
| All | +19.8% | +64.9% | -45.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling