+47.4%
CL vs CTVA
+216.1%
-168.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -5.2% | +12.0% | -17.3% | -7.1% |
| 3M | +3.3% | +13.5% | -10.2% | +0.9% |
| 6M | -4.4% | +12.1% | -16.5% | -6.6% |
| YTD | +13.9% | +29.0% | -15.1% | +8.5% |
| 1Y | +7.6% | +18.9% | -11.2% | +3.8% |
| 3Y | +29.6% | +78.9% | -49.3% | +14.6% |
| 5Y | +28.1% | +105.2% | -77.2% | +8.4% |
| All | +47.4% | +216.1% | -168.7% | +5.3% |
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