+59.4%
XEL vs CTVA
+208.7%
-149.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -4.5% | +4.2% | +0.7% |
| 30D | -3.9% | +11.3% | -15.3% | -6.2% |
| 3M | -2.8% | +12.3% | -15.1% | -5.6% |
| 6M | -5.4% | +7.2% | -12.6% | -7.2% |
| YTD | +3.8% | +26.0% | -22.3% | -1.9% |
| 1Y | +6.8% | +16.0% | -9.2% | +2.6% |
| 3Y | +45.6% | +73.9% | -28.3% | +25.9% |
| 5Y | +30.7% | +103.8% | -73.1% | +7.5% |
| All | +59.4% | +208.7% | -149.4% | +8.2% |
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 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