+181.0%
XLE vs CTVA
+198.5%
-17.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -6.7% | +2.4% | -9.1% | -7.8% |
| 30D | -4.4% | -8.1% | +3.7% | -0.9% |
| 3M | +4.0% | +6.3% | -2.3% | -0.8% |
| 6M | +13.2% | +0.4% | +12.7% | +9.8% |
| YTD | +41.9% | +21.8% | +20.1% | +24.4% |
| 1Y | +41.6% | +24.9% | +16.7% | +22.6% |
| 3Y | +64.0% | +92.3% | -28.3% | +8.5% |
| 5Y | +158.1% | +78.9% | +79.2% | +75.5% |
| All | +181.0% | +198.5% | -17.5% | +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