+90.8%
XBI vs CTVA
+210.9%
-120.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.6% | -4.7% | +0.1% | -3.1% |
| 30D | -0.8% | +11.1% | -11.9% | -4.2% |
| 3M | +21.8% | +13.7% | +8.1% | +16.2% |
| 6M | +23.2% | +11.2% | +12.0% | +18.1% |
| YTD | +28.7% | +26.9% | +1.8% | +18.0% |
| 1Y | +67.8% | +18.8% | +49.0% | +56.4% |
| 3Y | +100.6% | +75.9% | +24.7% | +61.0% |
| 5Y | +19.8% | +105.2% | -85.4% | -9.7% |
| All | +90.8% | +210.9% | -120.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling