+438.7%
XLK vs CTVA
+210.9%
+227.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.4% | -4.7% | +4.3% | +1.1% |
| 30D | -0.5% | +11.1% | -11.6% | -3.9% |
| 3M | +5.0% | +13.7% | -8.7% | -0.1% |
| 6M | +32.9% | +11.2% | +21.6% | +26.9% |
| YTD | +29.0% | +26.9% | +2.1% | +17.7% |
| 1Y | +37.8% | +18.8% | +19.0% | +27.9% |
| 3Y | +118.7% | +75.9% | +42.7% | +73.4% |
| 5Y | +145.6% | +105.2% | +40.3% | +80.2% |
| All | +438.7% | +210.9% | +227.8% | +205.5% |
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