+143.4%
XLF vs CTVA
+211.9%
-68.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -1.0% | -5.8% | +4.8% | +1.4% |
| 30D | -1.3% | +11.1% | -12.4% | -5.5% |
| 3M | +9.1% | +13.2% | -4.1% | +2.8% |
| 6M | +14.4% | +8.7% | +5.6% | +9.0% |
| YTD | +5.1% | +27.3% | -22.2% | -6.6% |
| 1Y | +8.6% | +18.0% | -9.4% | -0.8% |
| 3Y | +74.4% | +76.5% | -2.0% | +29.6% |
| 5Y | +64.4% | +105.1% | -40.7% | +10.4% |
| All | +143.4% | +211.9% | -68.5% | +21.1% |
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