+46.6%
CLF vs CTVA
+125.4%
-78.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -24.3% | +23.8% | +14.9% |
| 7D | +16.0% | -23.7% | +39.6% | +33.3% |
| 30D | +1.6% | -31.2% | +32.8% | +24.4% |
| 3M | +6.7% | -18.7% | +25.4% | +14.0% |
| 6M | +21.1% | -25.5% | +46.6% | +35.9% |
| YTD | -1.6% | -8.0% | +6.4% | -6.3% |
| 1Y | +18.5% | -7.0% | +25.5% | +11.8% |
| 3Y | -21.0% | +45.2% | -66.2% | -50.0% |
| 5Y | -41.4% | +32.3% | -73.6% | -60.1% |
| All | +46.6% | +125.4% | -78.8% | -38.4% |
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 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