+2.1%
AAL vs CTVA
+22.4%
-20.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -3.7% | +4.9% | -8.7% | -4.3% |
| 30D | -20.8% | +11.9% | -32.7% | -22.0% |
| 3M | -1.3% | +13.7% | -14.9% | -4.1% |
| 6M | +5.4% | +13.1% | -7.8% | +1.7% |
| YTD | -14.4% | +32.0% | -46.3% | -21.0% |
| 1Y | +2.1% | +22.1% | -20.0% | -5.5% |
| All | +2.1% | +22.4% | -20.3% | -5.5% |
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 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