+18.5%
CLF vs CTVA
-5.7%
+24.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -24.3% | +23.8% | +2.7% |
| 7D | +16.0% | -23.7% | +39.6% | +19.5% |
| 30D | +1.6% | -31.2% | +32.8% | +7.1% |
| 3M | +6.7% | -18.7% | +25.4% | +5.9% |
| 6M | +21.1% | -25.5% | +46.6% | +21.3% |
| YTD | -1.6% | -8.0% | +6.4% | -12.2% |
| 1Y | +18.5% | -7.0% | +25.5% | +5.3% |
| All | +18.5% | -5.7% | +24.2% | +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 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