+43.2%
XLB vs CTVA
+49.4%
-6.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.9% |
| 7D | +0.5% | -20.8% | +21.3% | +5.4% |
| 30D | +5.2% | -29.6% | +34.8% | +13.9% |
| 3M | +0.3% | -16.9% | +17.2% | +2.2% |
| 6M | +1.2% | -24.3% | +25.4% | +5.9% |
| YTD | +16.6% | -5.6% | +22.3% | +12.7% |
| 1Y | +21.4% | -4.2% | +25.6% | +16.7% |
| 3Y | +43.2% | +43.3% | -0.1% | +24.3% |
| All | +43.2% | +49.4% | -6.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling