-52.1%
CCL vs CTVA
+223.3%
-275.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -5.0% | +4.9% | -10.0% | -8.1% |
| 30D | -20.3% | +11.9% | -32.3% | -26.2% |
| 3M | -15.1% | +13.7% | -28.8% | -23.2% |
| 6M | -15.1% | +13.1% | -28.3% | -23.8% |
| YTD | -21.8% | +32.0% | -53.7% | -37.0% |
| 1Y | -24.8% | +22.1% | -46.9% | -36.7% |
| 3Y | +51.9% | +77.5% | -25.6% | -5.6% |
| 5Y | +4.0% | +106.3% | -102.2% | -44.8% |
| All | -52.1% | +223.3% | -275.4% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling