-51.4%
CLF vs CTVA
+74.6%
-126.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.3% |
| 7D | -19.6% | +2.2% | -21.8% | -20.6% |
| 30D | -5.0% | -17.6% | +12.7% | +5.0% |
| 3M | -6.3% | +3.4% | -9.7% | -10.4% |
| 6M | +2.8% | -2.6% | +5.4% | +0.7% |
| YTD | -13.7% | +19.1% | -32.8% | -26.4% |
| 1Y | +13.6% | +26.8% | -13.2% | -7.0% |
| 3Y | -34.0% | +63.9% | -97.9% | -56.5% |
| All | -51.4% | +74.6% | -126.0% | -72.1% |
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 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