-0.8%
CCL vs CTVA
+102.9%
-103.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -3.2% | -4.5% | +1.3% | -1.2% |
| 30D | -17.8% | +11.3% | -29.1% | -21.9% |
| 3M | -18.7% | +12.3% | -31.0% | -24.0% |
| 6M | -11.4% | +7.2% | -18.6% | -15.9% |
| YTD | -24.3% | +26.0% | -50.3% | -34.1% |
| 1Y | -28.8% | +16.0% | -44.8% | -35.7% |
| 3Y | +49.3% | +73.9% | -24.6% | +7.7% |
| All | -0.8% | +102.9% | -103.8% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling