+23.9%
XYZ vs CTVA
+216.1%
-192.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.1% |
| 7D | +2.9% | -2.1% | +4.9% | +4.0% |
| 30D | +1.4% | +12.0% | -10.7% | -4.6% |
| 3M | +14.6% | +13.5% | +1.1% | +6.1% |
| 6M | +20.8% | +12.1% | +8.6% | +11.7% |
| YTD | +23.1% | +29.0% | -6.0% | +5.5% |
| 1Y | +5.6% | +18.9% | -13.2% | -6.1% |
| 3Y | +50.9% | +78.9% | -28.0% | +6.0% |
| 5Y | -68.6% | +105.2% | -173.8% | -79.5% |
| All | +23.9% | +216.1% | -192.2% | -42.0% |
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