+60.5%
XOM vs CTVA
+74.2%
-13.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.1% | -4.5% | +8.6% | +5.4% |
| 30D | +4.6% | +11.3% | -6.7% | +1.5% |
| 3M | +14.0% | +12.3% | +1.6% | +9.7% |
| 6M | +11.0% | +7.2% | +3.8% | +8.1% |
| YTD | +40.7% | +26.0% | +14.7% | +30.9% |
| 1Y | +52.3% | +16.0% | +36.3% | +44.6% |
| 3Y | +60.5% | +73.9% | -13.4% | +40.6% |
| All | +60.5% | +74.2% | -13.8% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling