+165.6%
XLI vs CTVA
+216.1%
-50.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +1.0% | -2.1% | +3.1% | +1.7% |
| 30D | -5.8% | +12.0% | -17.9% | -9.9% |
| 3M | +0.7% | +13.5% | -12.8% | -4.8% |
| 6M | +3.2% | +12.1% | -8.9% | -2.4% |
| YTD | +13.0% | +29.0% | -16.0% | +1.2% |
| 1Y | +16.8% | +18.9% | -2.1% | +7.3% |
| 3Y | +72.4% | +78.9% | -6.5% | +31.6% |
| 5Y | +82.8% | +105.2% | -22.5% | +28.6% |
| All | +165.6% | +216.1% | -50.5% | +42.3% |
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 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