+41.1%
CLS vs CTVA
+22.4%
+18.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | +4.6% | +4.9% | -0.4% | +4.8% |
| 30D | -13.9% | +11.9% | -25.8% | -13.4% |
| 3M | -26.6% | +13.7% | -40.2% | -25.4% |
| 6M | +15.4% | +13.1% | +2.3% | +17.5% |
| YTD | +5.7% | +32.0% | -26.3% | +11.4% |
| 1Y | +41.1% | +22.1% | +19.0% | +43.6% |
| All | +41.1% | +22.4% | +18.7% | +43.6% |
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