+70.3%
XLI vs CTVA
+74.2%
-3.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.7% | -4.5% | +2.9% | -0.7% |
| 30D | -7.3% | +11.3% | -18.6% | -9.6% |
| 3M | -1.3% | +12.3% | -13.7% | -4.8% |
| 6M | +2.2% | +7.2% | -4.9% | -0.4% |
| YTD | +11.7% | +26.0% | -14.3% | +4.2% |
| 1Y | +14.3% | +16.0% | -1.8% | +8.7% |
| 3Y | +70.3% | +73.9% | -3.6% | +47.3% |
| All | +70.3% | +74.2% | -3.9% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling