+39.2%
XLK vs CTVA
+18.2%
+21.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +0.2% | -4.5% | +4.7% | +0.1% |
| 30D | -0.6% | +11.3% | -11.9% | -0.6% |
| 3M | +2.6% | +12.3% | -9.8% | +1.9% |
| 6M | +34.0% | +7.2% | +26.8% | +33.1% |
| YTD | +30.7% | +26.0% | +4.7% | +29.3% |
| 1Y | +39.2% | +16.0% | +23.2% | +36.1% |
| All | +39.2% | +18.2% | +21.0% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling