-17.9%
CLS vs CTVA
-4.9%
-13.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.1% |
| 7D | +16.3% | -20.8% | +37.0% | +14.0% |
| 30D | -25.7% | -29.6% | +4.0% | -26.8% |
| 3M | -30.9% | -16.9% | -14.0% | -33.1% |
| 6M | -35.5% | -24.3% | -11.2% | -36.2% |
| YTD | -18.7% | -5.6% | -13.1% | -22.1% |
| 1Y | -17.9% | -4.2% | -13.7% | -22.0% |
| All | -17.9% | -4.9% | -13.0% | -22.0% |
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