+16.0%
CTVA vs XME
+34.9%
-18.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -4.5% | -4.2% | -0.3% | -4.2% |
| 30D | +11.3% | -2.7% | +14.0% | +11.4% |
| 3M | +12.3% | -3.9% | +16.2% | +12.7% |
| 6M | +7.2% | -1.0% | +8.2% | +6.8% |
| YTD | +26.0% | +9.8% | +16.2% | +26.0% |
| 1Y | +16.0% | +32.5% | -16.5% | +44.1% |
| All | +16.0% | +34.9% | -18.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling