+108.3%
XOP vs CTVA
+223.3%
-115.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.3% |
| 7D | +2.6% | +4.9% | -2.4% | -0.4% |
| 30D | +15.4% | +11.9% | +3.5% | +7.6% |
| 3M | +12.1% | +13.7% | -1.6% | +2.0% |
| 6M | +19.7% | +13.1% | +6.5% | +8.9% |
| YTD | +52.4% | +32.0% | +20.4% | +25.8% |
| 1Y | +47.6% | +22.1% | +25.5% | +26.5% |
| 3Y | +34.4% | +77.5% | -43.1% | -13.0% |
| 5Y | +154.4% | +106.3% | +48.1% | +47.7% |
| All | +108.3% | +223.3% | -115.0% | -17.4% |
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 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