+125.6%
XLB vs CTVA
+223.3%
-97.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -1.4% | +4.9% | -6.3% | -3.5% |
| 30D | -0.4% | +11.9% | -12.3% | -5.2% |
| 3M | +2.0% | +13.7% | -11.7% | -4.2% |
| 6M | +1.8% | +13.1% | -11.3% | -4.4% |
| YTD | +16.6% | +32.0% | -15.4% | +2.3% |
| 1Y | +16.9% | +22.1% | -5.1% | +5.6% |
| 3Y | +32.6% | +77.5% | -44.9% | -0.8% |
| 5Y | +35.6% | +106.3% | -70.6% | -6.6% |
| All | +125.6% | +223.3% | -97.7% | +17.5% |
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 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