-48.5%
TE vs CTVA
+102.0%
-150.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | +0.9% | -4.7% | +5.5% | +4.0% |
| 30D | -16.3% | +11.1% | -27.4% | -22.6% |
| 3M | -40.8% | +13.7% | -54.5% | -48.1% |
| 6M | -42.6% | +11.2% | -53.8% | -49.5% |
| YTD | -31.4% | +26.9% | -58.3% | -46.4% |
| 1Y | +144.9% | +18.8% | +126.1% | +99.6% |
| 3Y | -26.0% | +75.9% | -102.0% | -55.3% |
| 5Y | -48.5% | +105.2% | -153.7% | -70.3% |
| All | -48.5% | +102.0% | -150.4% | -70.3% |
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