+131.2%
CTVA vs XRT
+143.0%
-11.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.8% | -22.5% | -23.4% |
| 7D | -23.7% | -0.4% | -23.2% | -23.3% |
| 30D | -31.2% | +7.5% | -38.7% | -33.4% |
| 3M | -18.7% | +2.3% | -21.1% | -19.6% |
| 6M | -25.5% | +12.8% | -38.3% | -29.8% |
| YTD | -8.0% | +7.1% | -15.1% | -11.4% |
| 1Y | -7.0% | +12.3% | -19.3% | -12.6% |
| 3Y | +45.2% | +57.0% | -11.8% | +14.9% |
| 5Y | +32.3% | -4.3% | +36.6% | +31.0% |
| All | +131.2% | +143.0% | -11.7% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling