+141.3%
XLC vs CTVA
+125.4%
+15.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -24.3% | +23.3% | +4.7% |
| 7D | +3.1% | -23.7% | +26.8% | +8.8% |
| 30D | -4.2% | -31.2% | +27.0% | +3.7% |
| 3M | -2.1% | -18.7% | +16.6% | +0.9% |
| 6M | -6.6% | -25.5% | +18.9% | -2.1% |
| YTD | -7.8% | -8.0% | +0.2% | -9.2% |
| 1Y | -4.1% | -7.0% | +2.9% | -5.9% |
| 3Y | +62.6% | +45.2% | +17.4% | +37.4% |
| 5Y | +39.6% | +32.3% | +7.4% | +19.3% |
| All | +141.3% | +125.4% | +15.9% | +60.4% |
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