+3,796.2%
CLS vs CTVA
+125.4%
+3,670.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -24.3% | +28.9% | +14.1% |
| 7D | +23.5% | -23.7% | +47.2% | +34.3% |
| 30D | -28.9% | -31.2% | +2.3% | -19.5% |
| 3M | -25.2% | -18.7% | -6.4% | -22.8% |
| 6M | -32.1% | -25.5% | -6.6% | -27.6% |
| YTD | -14.1% | -8.0% | -6.1% | -17.8% |
| 1Y | -24.1% | -7.0% | -17.1% | -27.8% |
| 3Y | +897.0% | +45.2% | +851.8% | +617.8% |
| 5Y | +2,089.9% | +32.3% | +2,057.7% | +1,524.3% |
| All | +3,796.2% | +125.4% | +3,670.8% | +1,900.2% |
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 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