+64.7%
XLC vs CTVA
+49.4%
+15.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +0.8% |
| 7D | +3.7% | -20.8% | +24.5% | +5.9% |
| 30D | -1.9% | -29.6% | +27.7% | +1.6% |
| 3M | -3.1% | -16.9% | +13.8% | -2.1% |
| 6M | -6.4% | -24.3% | +17.9% | -4.5% |
| YTD | -6.8% | -5.6% | -1.2% | -9.3% |
| 1Y | -1.7% | -4.2% | +2.5% | -4.6% |
| 3Y | +64.7% | +43.3% | +21.4% | +50.0% |
| All | +64.7% | +49.4% | +15.3% | +50.0% |
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