+207.9%
XOM vs CTVA
+210.9%
-3.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -4.7% | +6.5% | +3.9% |
| 30D | +4.1% | +11.1% | -7.0% | -0.6% |
| 3M | +10.4% | +13.7% | -3.3% | +3.6% |
| 6M | +13.0% | +11.2% | +1.8% | +6.8% |
| YTD | +40.1% | +26.9% | +13.2% | +24.7% |
| 1Y | +51.1% | +18.8% | +32.3% | +37.8% |
| 3Y | +57.7% | +75.9% | -18.2% | +17.1% |
| 5Y | +264.7% | +105.2% | +159.5% | +148.9% |
| All | +207.9% | +210.9% | -3.0% | +63.3% |
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