+18.8%
CLF vs CTVA
+22.4%
-3.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.0% |
| 7D | +7.6% | +4.9% | +2.6% | +6.6% |
| 30D | -1.2% | +11.9% | -13.1% | -3.2% |
| 3M | -13.4% | +13.7% | -27.0% | -16.3% |
| 6M | +15.4% | +13.1% | +2.3% | +11.6% |
| YTD | -5.9% | +32.0% | -37.8% | -10.9% |
| 1Y | +18.8% | +22.1% | -3.3% | +9.3% |
| All | +18.8% | +22.4% | -3.6% | +9.3% |
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 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