+48.0%
CL vs CTVA
+223.3%
-175.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.2% | +4.9% | -7.1% | -3.0% |
| 30D | -4.8% | +11.9% | -16.8% | -6.7% |
| 3M | +4.9% | +13.7% | -8.8% | +2.4% |
| 6M | -5.7% | +13.1% | -18.9% | -8.0% |
| YTD | +14.4% | +32.0% | -17.6% | +8.5% |
| 1Y | +8.7% | +22.1% | -13.3% | +4.4% |
| 3Y | +30.0% | +77.5% | -47.5% | +15.2% |
| 5Y | +28.4% | +106.3% | -77.9% | +8.6% |
| All | +48.0% | +223.3% | -175.3% | +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 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