+219.9%
CTVA vs XRT
+125.4%
+94.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | -5.8% | -2.4% | -3.4% | -4.7% |
| 30D | +11.1% | -6.9% | +18.0% | +14.8% |
| 3M | +13.2% | -0.4% | +13.6% | +13.2% |
| 6M | +8.7% | +2.2% | +6.5% | +6.9% |
| YTD | +27.3% | -0.7% | +28.0% | +26.8% |
| 1Y | +18.0% | -2.0% | +20.0% | +18.0% |
| 3Y | +76.5% | +41.0% | +35.5% | +46.7% |
| 5Y | +105.1% | -3.3% | +108.4% | +99.7% |
| All | +219.9% | +125.4% | +94.5% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling