+162.5%
XLI vs CTVA
+208.7%
-46.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.7% | -4.5% | +2.9% | 0.0% |
| 30D | -7.3% | +11.3% | -18.6% | -11.0% |
| 3M | -1.3% | +12.3% | -13.7% | -6.4% |
| 6M | +2.2% | +7.2% | -4.9% | -1.6% |
| YTD | +11.7% | +26.0% | -14.3% | +0.9% |
| 1Y | +14.3% | +16.0% | -1.8% | +6.0% |
| 3Y | +70.3% | +73.9% | -3.6% | +31.4% |
| 5Y | +82.3% | +103.8% | -21.5% | +28.4% |
| All | +162.5% | +208.7% | -46.2% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling