+187.6%
XLE vs CTVA
+223.3%
-35.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +2.2% | +4.9% | -2.7% | -0.2% |
| 30D | +11.8% | +11.9% | -0.1% | +5.6% |
| 3M | +9.8% | +13.7% | -3.8% | +1.9% |
| 6M | +15.6% | +13.1% | +2.4% | +7.2% |
| YTD | +45.3% | +32.0% | +13.3% | +24.4% |
| 1Y | +48.3% | +22.1% | +26.2% | +31.2% |
| 3Y | +55.4% | +77.5% | -22.0% | +9.5% |
| 5Y | +216.1% | +106.3% | +109.8% | +101.9% |
| All | +187.6% | +223.3% | -35.7% | +32.9% |
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