-28.8%
CCL vs CTVA
+18.2%
-47.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -3.2% | -4.5% | +1.3% | -2.9% |
| 30D | -17.8% | +11.3% | -29.1% | -18.5% |
| 3M | -18.7% | +12.3% | -31.0% | -20.1% |
| 6M | -11.4% | +7.2% | -18.6% | -13.5% |
| YTD | -24.3% | +26.0% | -50.3% | -28.8% |
| 1Y | -28.8% | +16.0% | -44.8% | -33.4% |
| All | -28.8% | +18.2% | -47.0% | -33.4% |
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