-54.2%
CCL vs CTVA
+210.9%
-265.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.3% | -4.7% | +0.4% | -1.3% |
| 30D | -19.0% | +11.1% | -30.1% | -24.6% |
| 3M | -13.1% | +13.7% | -26.8% | -21.5% |
| 6M | -13.3% | +11.2% | -24.5% | -21.4% |
| YTD | -25.2% | +26.9% | -52.1% | -38.3% |
| 1Y | -27.2% | +18.8% | -46.0% | -37.7% |
| 3Y | +49.2% | +75.9% | -26.7% | -7.1% |
| 5Y | +0.4% | +105.2% | -104.9% | -46.9% |
| All | -54.2% | +210.9% | -265.1% | -84.1% |
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