+125.7%
XLB vs CTVA
+131.3%
-5.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.2% |
| 7D | +0.5% | -20.8% | +21.3% | +8.1% |
| 30D | +5.2% | -29.6% | +34.8% | +18.5% |
| 3M | +0.3% | -16.9% | +17.2% | +4.2% |
| 6M | +1.2% | -24.3% | +25.4% | +8.8% |
| YTD | +16.6% | -5.6% | +22.3% | +13.5% |
| 1Y | +21.4% | -4.2% | +25.6% | +17.4% |
| 3Y | +43.2% | +43.3% | -0.1% | +12.8% |
| 5Y | +28.0% | +35.7% | -7.7% | +2.0% |
| All | +125.7% | +131.3% | -5.5% | +30.5% |
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