+24.3%
XLP vs CTVA
+33.4%
-9.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +3.0% |
| 7D | +5.9% | +8.2% | -2.3% | +5.0% |
| 30D | +13.5% | -1.0% | +14.5% | +13.1% |
| 3M | +8.4% | +4.6% | +3.8% | +7.3% |
| 6M | +11.5% | +0.5% | +11.1% | +10.7% |
| YTD | +20.6% | +22.7% | -2.1% | +15.1% |
| 1Y | +24.3% | +32.0% | -7.7% | +16.5% |
| All | +24.3% | +33.4% | -9.1% | +16.5% |
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 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