+21.9%
CCL vs CTVA
+33.4%
-11.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.2% | +4.1% | +7.0% |
| 7D | +11.6% | +8.2% | +3.4% | +11.1% |
| 30D | +22.5% | -1.0% | +23.6% | +22.1% |
| 3M | +6.4% | +4.6% | +1.8% | +5.6% |
| 6M | +23.4% | +0.5% | +22.9% | +21.4% |
| YTD | +4.2% | +22.7% | -18.5% | -6.3% |
| 1Y | +21.9% | +32.0% | -10.1% | +1.8% |
| All | +21.9% | +33.4% | -11.6% | +1.8% |
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