+77.9%
XLU vs CTVA
+210.9%
-133.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.2% | -4.7% | +3.5% | -0.1% |
| 30D | -2.5% | +11.1% | -13.6% | -5.1% |
| 3M | -2.7% | +13.7% | -16.5% | -6.1% |
| 6M | -7.5% | +11.2% | -18.7% | -10.3% |
| YTD | +0.9% | +26.9% | -26.0% | -5.4% |
| 1Y | +3.3% | +18.8% | -15.5% | -1.9% |
| 3Y | +47.3% | +75.9% | -28.6% | +24.3% |
| 5Y | +44.4% | +105.2% | -60.8% | +14.9% |
| All | +77.9% | +210.9% | -133.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling