-1.5%
XLC vs CTVA
+18.2%
-19.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.7% | -4.7% | +3.0% | -1.6% |
| 30D | +0.2% | +11.1% | -10.9% | +0.1% |
| 3M | +0.7% | +13.7% | -13.0% | -0.3% |
| 6M | -4.5% | +11.2% | -15.7% | -5.6% |
| YTD | -4.7% | +26.9% | -31.6% | -7.5% |
| 1Y | -1.5% | +18.8% | -20.3% | -4.2% |
| All | -1.5% | +18.2% | -19.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling