+147.1%
CVX vs CTVA
+208.7%
-61.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +2.6% | -4.5% | +7.1% | +4.7% |
| 30D | +9.8% | +11.3% | -1.5% | +4.7% |
| 3M | +16.2% | +12.3% | +3.9% | +9.2% |
| 6M | +13.6% | +7.2% | +6.4% | +8.8% |
| YTD | +44.4% | +26.0% | +18.4% | +28.1% |
| 1Y | +40.6% | +16.0% | +24.6% | +28.7% |
| 3Y | +48.2% | +73.9% | -25.7% | +9.1% |
| 5Y | +172.3% | +103.8% | +68.5% | +81.2% |
| All | +147.1% | +208.7% | -61.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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