+43.3%
XOP vs CTVA
+49.4%
-6.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.3% |
| 7D | +6.3% | -20.8% | +27.1% | +10.7% |
| 30D | -6.6% | -29.6% | +23.0% | +0.5% |
| 3M | +3.6% | -16.9% | +20.4% | +4.7% |
| 6M | +10.8% | -24.3% | +35.0% | +14.6% |
| YTD | +48.3% | -5.6% | +53.9% | +40.9% |
| 1Y | +42.9% | -4.2% | +47.1% | +35.1% |
| 3Y | +43.3% | +43.3% | 0.0% | +22.1% |
| All | +43.3% | +49.4% | -6.1% | +22.1% |
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 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