+118.4%
XLB vs CTVA
+210.9%
-92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.5% | -4.7% | +1.1% | -1.5% |
| 30D | -4.7% | +11.1% | -15.7% | -9.0% |
| 3M | +2.7% | +13.7% | -11.0% | -3.6% |
| 6M | +2.6% | +11.2% | -8.6% | -2.9% |
| YTD | +12.8% | +26.9% | -14.0% | +0.7% |
| 1Y | +14.0% | +18.8% | -4.9% | +4.1% |
| 3Y | +31.5% | +75.9% | -44.5% | -1.4% |
| 5Y | +33.4% | +105.2% | -71.8% | -8.1% |
| All | +118.4% | +210.9% | -92.5% | +15.7% |
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