+64.4%
CL vs CTVA
+198.5%
-134.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.6% | +2.4% | +0.1% | +2.2% |
| 30D | +11.8% | -8.1% | +19.8% | +13.3% |
| 3M | +5.9% | +6.3% | -0.4% | +4.4% |
| 6M | +13.3% | +0.4% | +12.9% | +12.6% |
| YTD | +27.1% | +21.8% | +5.3% | +21.9% |
| 1Y | +28.0% | +24.9% | +3.1% | +22.1% |
| 3Y | +39.4% | +92.3% | -52.9% | +21.3% |
| 5Y | +40.8% | +78.9% | -38.1% | +22.2% |
| All | +64.4% | +198.5% | -134.0% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling