+91.3%
XLP vs CTVA
+191.8%
-100.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.3% |
| 30D | +10.3% | -17.6% | +27.9% | +14.4% |
| 3M | +6.5% | +3.4% | +3.1% | +5.3% |
| 6M | +8.4% | -2.6% | +11.0% | +8.1% |
| YTD | +18.2% | +19.1% | -0.9% | +12.8% |
| 1Y | +22.4% | +26.8% | -4.4% | +15.3% |
| 3Y | +41.9% | +63.9% | -22.0% | +24.4% |
| 5Y | +40.9% | +75.7% | -34.9% | +19.9% |
| All | +91.3% | +191.8% | -100.6% | +34.9% |
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