+7.7%
AAL vs CTVA
+33.4%
-25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +6.1% |
| 7D | +8.3% | +8.2% | +0.1% | +7.9% |
| 30D | +6.2% | -1.0% | +7.3% | +6.0% |
| 3M | -17.7% | +4.6% | -22.3% | -18.2% |
| 6M | +15.4% | +0.5% | +14.9% | +13.8% |
| YTD | -11.1% | +22.7% | -33.8% | -18.8% |
| 1Y | +7.7% | +32.0% | -24.2% | -8.6% |
| All | +7.7% | +33.4% | -25.7% | -8.6% |
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