+44.2%
XLU vs CTVA
+102.9%
-58.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -0.7% |
| 30D | -3.3% | +11.3% | -14.6% | -5.4% |
| 3M | -3.2% | +12.3% | -15.5% | -5.7% |
| 6M | -7.0% | +7.2% | -14.1% | -8.6% |
| YTD | +0.6% | +26.0% | -25.4% | -4.3% |
| 1Y | +2.4% | +16.0% | -13.6% | -1.2% |
| 3Y | +46.3% | +73.9% | -27.7% | +28.0% |
| All | +44.2% | +102.9% | -58.7% | +25.7% |
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