+162.8%
XOP vs CTVA
+102.6%
+60.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +1.0% | -5.8% | +6.8% | +4.0% |
| 30D | +10.8% | +11.1% | -0.2% | +4.9% |
| 3M | +19.5% | +13.2% | +6.2% | +10.2% |
| 6M | +21.6% | +8.7% | +12.9% | +14.5% |
| YTD | +55.8% | +27.3% | +28.5% | +34.2% |
| 1Y | +54.6% | +18.0% | +36.7% | +37.9% |
| 3Y | +36.6% | +76.5% | -39.8% | -6.3% |
| All | +162.8% | +102.6% | +60.2% | +64.4% |
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