+33.9%
CCL vs CTVA
+34.7%
-0.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | -1.2% | -20.8% | +19.6% | +6.7% |
| 30D | +13.1% | -29.6% | +42.8% | +28.2% |
| 3M | +3.4% | -16.9% | +20.3% | +7.5% |
| 6M | +18.7% | -24.3% | +43.0% | +27.6% |
| YTD | -2.3% | -5.6% | +3.4% | -7.2% |
| 1Y | +14.2% | -4.2% | +18.4% | +7.4% |
| 3Y | +133.6% | +43.3% | +90.3% | +72.3% |
| All | +33.9% | +34.7% | -0.8% | -4.9% |
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