+1,312.5%
CLS vs CTVA
+78.5%
+1,234.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.9% | +6.1% |
| 7D | +12.8% | -2.1% | +14.9% | +13.1% |
| 30D | +3.8% | +12.0% | -8.2% | +0.7% |
| 3M | -14.6% | +13.5% | -28.1% | -17.7% |
| 6M | +32.2% | +12.1% | +20.1% | +27.7% |
| YTD | +11.6% | +29.0% | -17.4% | +3.6% |
| 1Y | +35.1% | +18.9% | +16.2% | +28.0% |
| 3Y | +1,312.5% | +78.9% | +1,233.7% | +1,065.2% |
| All | +1,312.5% | +78.5% | +1,234.0% | +1,065.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling