+5.8%
XLU vs CTVA
+22.4%
-16.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.8% | +4.9% | -4.1% | +0.3% |
| 30D | -1.3% | +11.9% | -13.2% | -2.5% |
| 3M | -1.3% | +13.7% | -15.0% | -2.8% |
| 6M | -7.6% | +13.1% | -20.8% | -8.9% |
| YTD | +2.3% | +32.0% | -29.7% | -0.1% |
| 1Y | +5.8% | +22.1% | -16.3% | +3.0% |
| All | +5.8% | +22.4% | -16.7% | +3.0% |
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