+27.6%
CL vs CTVA
-5.7%
+33.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -24.3% | +24.2% | +2.1% |
| 7D | -0.8% | -23.7% | +22.9% | +1.3% |
| 30D | +9.5% | -31.2% | +40.7% | +12.9% |
| 3M | +6.6% | -18.7% | +25.4% | +7.9% |
| 6M | +13.2% | -25.5% | +38.8% | +15.6% |
| YTD | +26.9% | -8.0% | +34.9% | +26.1% |
| 1Y | +27.6% | -7.0% | +34.6% | +26.4% |
| All | +27.6% | -5.7% | +33.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling