+78.4%
CTVA vs XRT
-1.3%
+79.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.0% | -1.4% | +0.5% | -0.5% |
| 30D | -8.7% | +9.8% | -18.5% | -11.9% |
| 3M | +6.4% | +3.3% | +3.1% | +4.9% |
| 6M | -1.9% | +13.6% | -15.5% | -6.8% |
| YTD | +21.5% | +9.1% | +12.5% | +16.9% |
| 1Y | +24.3% | +15.1% | +9.2% | +16.9% |
| 3Y | +91.8% | +59.9% | +31.9% | +59.4% |
| 5Y | +78.4% | -1.7% | +80.1% | +77.7% |
| All | +78.4% | -1.3% | +79.7% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling