+46.2%
EXC vs CTVA
+104.3%
-58.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | -2.7% | +12.0% | -14.8% | -4.5% |
| 3M | -1.0% | +13.5% | -14.4% | -3.2% |
| 6M | -9.3% | +12.1% | -21.4% | -11.2% |
| YTD | +3.6% | +29.0% | -25.4% | -1.0% |
| 1Y | +5.9% | +18.9% | -12.9% | +2.4% |
| 3Y | +21.3% | +78.9% | -57.6% | +7.5% |
| 5Y | +46.2% | +105.2% | -59.1% | +26.8% |
| All | +46.2% | +104.3% | -58.1% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling