+68.7%
XLC vs CTVA
+76.0%
-7.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.4% | -5.8% | +4.4% | -0.6% |
| 30D | -0.9% | +11.1% | -12.0% | -2.3% |
| 3M | -0.3% | +13.2% | -13.6% | -2.7% |
| 6M | -5.2% | +8.7% | -13.9% | -7.0% |
| YTD | -5.3% | +27.3% | -32.6% | -9.9% |
| 1Y | -2.8% | +18.0% | -20.8% | -6.4% |
| All | +68.7% | +76.0% | -7.3% | +52.5% |
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 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