+47.7%
XLE vs CTVA
-4.9%
+52.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +5.4% | -20.8% | +26.2% | +6.4% |
| 30D | -3.9% | -29.6% | +25.7% | -1.4% |
| 3M | +7.0% | -16.9% | +23.9% | +5.8% |
| 6M | +14.2% | -24.3% | +38.5% | +14.0% |
| YTD | +48.2% | -5.6% | +53.8% | +34.0% |
| 1Y | +47.7% | -4.2% | +51.9% | +32.5% |
| All | +47.7% | -4.9% | +52.5% | +32.5% |
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 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