+112.6%
XLY vs CTVA
+208.7%
-96.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.7% | -4.5% | +2.8% | -0.3% |
| 30D | -4.2% | +11.3% | -15.5% | -7.5% |
| 3M | -2.7% | +12.3% | -15.0% | -7.1% |
| 6M | -0.6% | +7.2% | -7.8% | -4.0% |
| YTD | -5.0% | +26.0% | -31.0% | -13.3% |
| 1Y | -4.1% | +16.0% | -20.1% | -10.3% |
| 3Y | +33.6% | +73.9% | -40.3% | +6.8% |
| 5Y | +28.7% | +103.8% | -75.1% | -4.3% |
| All | +112.6% | +208.7% | -96.1% | +25.6% |
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