+193.2%
XLE vs CTVA
+211.9%
-18.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | +0.3% | -5.8% | +6.1% | +3.3% |
| 30D | +8.5% | +11.1% | -2.5% | +2.9% |
| 3M | +14.6% | +13.2% | +1.4% | +6.5% |
| 6M | +17.6% | +8.7% | +8.8% | +11.2% |
| YTD | +48.1% | +27.3% | +20.8% | +29.0% |
| 1Y | +53.8% | +18.0% | +35.8% | +38.3% |
| 3Y | +56.2% | +76.5% | -20.3% | +10.1% |
| 5Y | +227.7% | +105.1% | +122.6% | +109.4% |
| All | +193.2% | +211.9% | -18.6% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling