+59.2%
XEL vs CTVA
+210.9%
-151.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | -4.7% | +3.4% | -0.2% |
| 30D | -2.9% | +11.1% | -14.0% | -5.1% |
| 3M | -2.7% | +13.7% | -16.4% | -5.7% |
| 6M | -6.5% | +11.2% | -17.7% | -9.1% |
| YTD | +3.6% | +26.9% | -23.3% | -2.1% |
| 1Y | +7.5% | +18.8% | -11.3% | +2.7% |
| 3Y | +46.3% | +75.9% | -29.6% | +26.3% |
| 5Y | +30.5% | +105.2% | -74.7% | +7.2% |
| All | +59.2% | +210.9% | -151.7% | +7.9% |
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