+3,682.3%
CLS vs CTVA
+103.5%
+3,578.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | +20.1% | -5.8% | +25.9% | +22.5% |
| 30D | +6.0% | +11.1% | -5.0% | +1.4% |
| 3M | -10.3% | +13.2% | -23.5% | -15.4% |
| 6M | +24.5% | +8.7% | +15.8% | +19.0% |
| YTD | +12.9% | +27.3% | -14.4% | +0.8% |
| 1Y | +36.7% | +18.0% | +18.7% | +25.2% |
| 3Y | +1,328.1% | +76.5% | +1,251.6% | +953.1% |
| 5Y | +3,682.3% | +105.1% | +3,577.2% | +2,303.9% |
| All | +3,682.3% | +103.5% | +3,578.8% | +2,303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling