+255.6%
XOM vs CTVA
+104.4%
+151.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -4.7% | +6.5% | +3.7% |
| 30D | +4.1% | +11.1% | -7.0% | -0.1% |
| 3M | +10.4% | +13.7% | -3.3% | +4.2% |
| 6M | +13.0% | +11.2% | +1.8% | +7.4% |
| YTD | +40.1% | +26.9% | +13.2% | +26.1% |
| 1Y | +51.1% | +18.8% | +32.3% | +39.0% |
| 3Y | +57.7% | +75.9% | -18.2% | +20.5% |
| All | +255.6% | +104.4% | +151.2% | +150.6% |
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 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