+222.1%
XLE vs CTVA
+109.0%
+113.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +2.2% | +4.9% | -2.7% | +0.2% |
| 30D | +11.8% | +11.9% | -0.1% | +6.6% |
| 3M | +9.8% | +13.7% | -3.8% | +3.1% |
| 6M | +15.6% | +13.1% | +2.4% | +8.4% |
| YTD | +45.3% | +32.0% | +13.3% | +27.3% |
| 1Y | +48.3% | +22.1% | +26.2% | +33.7% |
| 3Y | +55.4% | +77.5% | -22.0% | +16.0% |
| All | +222.1% | +109.0% | +113.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling