+150.5%
XLC vs CTVA
+223.3%
-72.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.8% | +4.9% | -5.8% | -2.1% |
| 30D | +1.0% | +11.9% | -10.9% | -2.0% |
| 3M | -0.7% | +13.7% | -14.4% | -4.6% |
| 6M | -5.1% | +13.1% | -18.3% | -9.0% |
| YTD | -4.3% | +32.0% | -36.2% | -12.2% |
| 1Y | -0.6% | +22.1% | -22.6% | -7.1% |
| 3Y | +72.7% | +77.5% | -4.8% | +42.4% |
| 5Y | +38.0% | +106.3% | -68.3% | +6.8% |
| All | +150.5% | +223.3% | -72.8% | +55.1% |
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