+47.6%
XOP vs CTVA
+22.4%
+25.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | +2.6% | +4.9% | -2.4% | +1.7% |
| 30D | +15.4% | +11.9% | +3.5% | +13.2% |
| 3M | +12.1% | +13.7% | -1.6% | +8.1% |
| 6M | +19.7% | +13.1% | +6.5% | +15.8% |
| YTD | +52.4% | +32.0% | +20.4% | +44.1% |
| 1Y | +47.6% | +22.1% | +25.5% | +36.1% |
| All | +47.6% | +22.4% | +25.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling