+4,690.6%
CLS vs CTVA
+223.3%
+4,467.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +4.6% | +4.9% | -0.4% | +2.0% |
| 30D | -13.9% | +11.9% | -25.8% | -18.7% |
| 3M | -26.6% | +13.7% | -40.2% | -31.7% |
| 6M | +15.4% | +13.1% | +2.3% | +7.2% |
| YTD | +5.7% | +32.0% | -26.3% | -9.4% |
| 1Y | +41.1% | +22.1% | +19.0% | +24.5% |
| 3Y | +1,228.6% | +77.5% | +1,151.1% | +833.1% |
| 5Y | +3,240.6% | +106.3% | +3,134.4% | +2,015.3% |
| All | +4,690.6% | +223.3% | +4,467.4% | +2,105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling