+35.6%
CLF vs CTVA
+211.9%
-176.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | -2.7% | -5.8% | +3.1% | +1.6% |
| 30D | -3.2% | +11.1% | -14.3% | -10.4% |
| 3M | -5.0% | +13.2% | -18.2% | -14.6% |
| 6M | +26.6% | +8.7% | +17.9% | +16.6% |
| YTD | -9.0% | +27.3% | -36.2% | -25.6% |
| 1Y | +11.8% | +18.0% | -6.2% | -4.6% |
| 3Y | -15.1% | +76.5% | -91.6% | -49.0% |
| 5Y | -48.2% | +105.1% | -153.3% | -72.7% |
| All | +35.6% | +211.9% | -176.2% | -51.1% |
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