+49.9%
XLE vs CTVA
+33.4%
+16.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -5.1% |
| 7D | -7.2% | +8.2% | -15.4% | -8.2% |
| 30D | +0.1% | -1.0% | +1.2% | -0.4% |
| 3M | +9.2% | +4.6% | +4.6% | +7.3% |
| 6M | +8.4% | +0.5% | +7.9% | +6.0% |
| YTD | +44.9% | +22.7% | +22.2% | +30.6% |
| 1Y | +49.9% | +32.0% | +17.9% | +31.8% |
| All | +49.9% | +33.4% | +16.4% | +31.8% |
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