+37.6%
CL vs CTVA
+63.2%
-25.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | +1.3% | +2.2% | -0.9% | +1.1% |
| 30D | +11.4% | -17.6% | +29.0% | +13.7% |
| 3M | +4.4% | +3.4% | +1.0% | +3.8% |
| 6M | +10.8% | -2.6% | +13.4% | +10.7% |
| YTD | +25.1% | +19.1% | +6.0% | +22.1% |
| 1Y | +28.0% | +26.8% | +1.2% | +24.0% |
| 3Y | +37.6% | +63.9% | -26.3% | +30.3% |
| All | +37.6% | +63.2% | -25.6% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling