+69.3%
EXC vs CTVA
+131.3%
-61.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.7% |
| 7D | +1.4% | -20.8% | +22.1% | +6.2% |
| 30D | +8.6% | -29.6% | +38.2% | +17.3% |
| 3M | +2.4% | -16.9% | +19.3% | +5.1% |
| 6M | +6.5% | -24.3% | +30.7% | +11.6% |
| YTD | +9.0% | -5.6% | +14.7% | +7.1% |
| 1Y | +4.6% | -4.2% | +8.8% | +2.2% |
| 3Y | +33.5% | +43.3% | -9.8% | +11.9% |
| 5Y | +41.4% | +35.7% | +5.7% | +17.7% |
| All | +69.3% | +131.3% | -61.9% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling