+113.7%
XOP vs CTVA
+208.7%
-95.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +2.6% | -4.5% | +7.1% | +5.5% |
| 30D | +9.6% | +11.3% | -1.7% | +2.5% |
| 3M | +20.4% | +12.3% | +8.0% | +10.3% |
| 6M | +19.9% | +7.2% | +12.7% | +12.8% |
| YTD | +56.4% | +26.0% | +30.4% | +32.6% |
| 1Y | +52.4% | +16.0% | +36.4% | +34.8% |
| 3Y | +39.9% | +73.9% | -34.0% | -8.6% |
| 5Y | +163.7% | +103.8% | +59.9% | +53.8% |
| All | +113.7% | +208.7% | -95.0% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling