+133.6%
CCL vs CTVA
+49.4%
+84.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -1.2% | -20.8% | +19.6% | +4.4% |
| 30D | +13.1% | -29.6% | +42.8% | +23.7% |
| 3M | +3.4% | -16.9% | +20.3% | +6.3% |
| 6M | +18.7% | -24.3% | +43.0% | +25.0% |
| YTD | -2.3% | -5.6% | +3.4% | -6.9% |
| 1Y | +14.2% | -4.2% | +18.4% | +8.0% |
| 3Y | +133.6% | +43.3% | +90.3% | +98.1% |
| All | +133.6% | +49.4% | +84.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling