-63.7%
XYZ vs CTVA
+34.7%
-98.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.6% |
| 7D | -1.1% | -20.8% | +19.7% | +8.1% |
| 30D | +11.5% | -29.6% | +41.1% | +29.1% |
| 3M | +1.8% | -16.9% | +18.7% | +6.4% |
| 6M | +21.2% | -24.3% | +45.5% | +31.8% |
| YTD | +29.9% | -5.6% | +35.5% | +22.9% |
| 1Y | +35.8% | -4.2% | +39.9% | +27.3% |
| 3Y | +62.6% | +43.3% | +19.3% | +15.3% |
| All | -63.7% | +34.7% | -98.4% | -76.9% |
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 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