+40.1%
EXC vs CTVA
+79.8%
-39.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +0.1% | +2.4% | -2.4% | -0.3% |
| 30D | +9.0% | -8.1% | +17.1% | +10.4% |
| 3M | +3.3% | +6.3% | -3.0% | +1.9% |
| 6M | +5.7% | +0.4% | +5.2% | +4.9% |
| YTD | +7.3% | +21.8% | -14.5% | +3.0% |
| 1Y | +2.9% | +24.9% | -22.0% | -1.6% |
| 3Y | +29.3% | +92.3% | -63.0% | +11.3% |
| 5Y | +40.1% | +78.9% | -38.8% | +22.9% |
| All | +40.1% | +79.8% | -39.7% | +22.9% |
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