-24.8%
CCL vs CTVA
+22.4%
-47.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -5.0% | +4.9% | -10.0% | -5.4% |
| 30D | -20.3% | +11.9% | -32.3% | -21.1% |
| 3M | -15.1% | +13.7% | -28.8% | -16.8% |
| 6M | -15.1% | +13.1% | -28.3% | -17.7% |
| YTD | -21.8% | +32.0% | -53.7% | -27.0% |
| 1Y | -24.8% | +22.1% | -46.9% | -29.6% |
| All | -24.8% | +22.4% | -47.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling