-53.1%
TE vs CTVA
+215.8%
-268.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +0.2% | -4.5% | +4.7% | +1.9% |
| 30D | -5.9% | +11.3% | -17.2% | -10.2% |
| 3M | -45.6% | +12.3% | -57.9% | -49.1% |
| 6M | -43.4% | +7.2% | -50.5% | -46.2% |
| YTD | -31.0% | +26.0% | -57.0% | -39.3% |
| 1Y | +145.2% | +16.0% | +129.2% | +122.5% |
| 3Y | -24.1% | +73.9% | -98.0% | -40.3% |
| 5Y | -48.1% | +103.8% | -151.9% | -58.7% |
| All | -53.1% | +215.8% | -268.8% | -62.8% |
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