+99.4%
XBI vs CTVA
+74.2%
+25.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.6% | -4.5% | -0.1% | -3.4% |
| 30D | -2.0% | +11.3% | -13.3% | -5.0% |
| 3M | +17.8% | +12.3% | +5.5% | +13.4% |
| 6M | +23.7% | +7.2% | +16.5% | +20.5% |
| YTD | +28.2% | +26.0% | +2.2% | +18.9% |
| 1Y | +64.0% | +16.0% | +47.9% | +55.6% |
| 3Y | +99.4% | +73.9% | +25.5% | +67.2% |
| All | +99.4% | +74.2% | +25.2% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling