+4,888.0%
CLS vs CTVA
+210.9%
+4,677.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.0% | -4.7% | +9.6% | +7.2% |
| 30D | +4.8% | +11.1% | -6.3% | -1.0% |
| 3M | -10.4% | +13.7% | -24.1% | -16.9% |
| 6M | +20.8% | +11.2% | +9.6% | +12.9% |
| YTD | +10.0% | +26.9% | -16.9% | -4.0% |
| 1Y | +28.5% | +18.8% | +9.7% | +14.7% |
| 3Y | +1,292.2% | +75.9% | +1,216.3% | +877.8% |
| 5Y | +3,616.8% | +105.2% | +3,511.6% | +2,248.7% |
| All | +4,888.0% | +210.9% | +4,677.1% | +2,236.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling