-47.0%
CLF vs CTVA
+104.3%
-151.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.4% |
| 7D | +6.5% | -2.1% | +8.6% | +7.9% |
| 30D | +0.2% | +12.0% | -11.8% | -6.5% |
| 3M | -3.1% | +13.5% | -16.6% | -11.6% |
| 6M | +25.0% | +12.1% | +12.9% | +14.4% |
| YTD | -7.5% | +29.0% | -36.5% | -22.7% |
| 1Y | +11.5% | +18.9% | -7.3% | -2.8% |
| 3Y | -13.7% | +78.9% | -92.6% | -44.4% |
| 5Y | -47.0% | +105.2% | -152.2% | -68.3% |
| All | -47.0% | +104.3% | -151.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling