+218.9%
CTVA vs XRT
+123.6%
+95.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -4.7% | -3.6% | -1.1% | -3.0% |
| 30D | +11.1% | -6.7% | +17.8% | +14.7% |
| 3M | +13.7% | -1.4% | +15.1% | +14.2% |
| 6M | +11.2% | +1.7% | +9.5% | +9.6% |
| YTD | +26.9% | -1.5% | +28.4% | +26.9% |
| 1Y | +18.8% | -2.5% | +21.3% | +19.0% |
| 3Y | +75.9% | +39.9% | +36.0% | +46.8% |
| 5Y | +105.2% | -2.6% | +107.8% | +98.9% |
| All | +218.9% | +123.6% | +95.3% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling