+445.8%
XLK vs CTVA
+208.7%
+237.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | -4.5% | +4.7% | +1.6% |
| 30D | -0.6% | +11.3% | -11.9% | -4.1% |
| 3M | +2.6% | +12.3% | -9.8% | -2.1% |
| 6M | +34.0% | +7.2% | +26.8% | +29.6% |
| YTD | +30.7% | +26.0% | +4.7% | +19.5% |
| 1Y | +39.2% | +16.0% | +23.2% | +30.2% |
| 3Y | +120.4% | +73.9% | +46.5% | +75.5% |
| 5Y | +148.8% | +103.8% | +45.0% | +83.0% |
| All | +445.8% | +208.7% | +237.1% | +210.2% |
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