+1.0%
XLU vs CTVA
+33.4%
-32.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +2.6% | +8.2% | -5.6% | +1.5% |
| 30D | +9.1% | -1.0% | +10.2% | +8.9% |
| 3M | -0.4% | +4.6% | -5.0% | -1.6% |
| 6M | -4.7% | +0.5% | -5.1% | -5.7% |
| YTD | +4.3% | +22.7% | -18.4% | -1.8% |
| 1Y | +1.0% | +32.0% | -31.0% | -6.3% |
| All | +1.0% | +33.4% | -32.5% | -6.3% |
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