+59.8%
EXC vs CTVA
+223.3%
-163.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.3% | +4.9% | -4.7% | -1.1% |
| 30D | -3.7% | +11.9% | -15.6% | -6.8% |
| 3M | -1.3% | +13.7% | -15.0% | -5.2% |
| 6M | -9.7% | +13.1% | -22.8% | -13.3% |
| YTD | +2.9% | +32.0% | -29.1% | -5.6% |
| 1Y | +4.4% | +22.1% | -17.7% | -2.5% |
| 3Y | +22.2% | +77.5% | -55.3% | -0.5% |
| 5Y | +46.7% | +106.3% | -59.6% | +10.2% |
| All | +59.8% | +223.3% | -163.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling