+42.0%
XLP vs CTVA
+74.6%
-32.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | +10.3% | -17.6% | +27.9% | +13.6% |
| 3M | +6.5% | +3.4% | +3.1% | +5.4% |
| 6M | +8.4% | -2.6% | +11.0% | +8.1% |
| YTD | +18.2% | +19.1% | -0.9% | +13.5% |
| 1Y | +22.4% | +26.8% | -4.4% | +16.3% |
| 3Y | +41.9% | +63.9% | -22.0% | +27.1% |
| All | +42.0% | +74.6% | -32.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling