+40.2%
CLF vs CTVA
+223.3%
-183.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.4% |
| 7D | +7.6% | +4.9% | +2.6% | +3.9% |
| 30D | -1.2% | +11.9% | -13.1% | -9.0% |
| 3M | -13.4% | +13.7% | -27.0% | -22.3% |
| 6M | +15.4% | +13.1% | +2.3% | +3.2% |
| YTD | -5.9% | +32.0% | -37.8% | -25.0% |
| 1Y | +18.8% | +22.1% | -3.3% | -1.1% |
| 3Y | -19.4% | +77.5% | -96.9% | -51.6% |
| 5Y | -47.7% | +106.3% | -154.0% | -72.5% |
| All | +40.2% | +223.3% | -183.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling