-29.6%
CLS vs CTVA
+33.4%
-63.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.2% | -12.3% | -8.9% |
| 7D | -21.1% | +8.2% | -29.4% | -20.9% |
| 30D | -38.2% | -1.0% | -37.2% | -37.8% |
| 3M | -36.3% | +4.6% | -40.9% | -36.8% |
| 6M | -43.8% | +0.5% | -44.3% | -43.7% |
| YTD | -20.0% | +22.7% | -42.7% | -26.6% |
| 1Y | -29.6% | +32.0% | -61.6% | -41.8% |
| All | -29.6% | +33.4% | -63.0% | -41.8% |
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