-35.9%
AAL vs CTVA
+103.5%
-139.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.7% |
| 7D | -1.3% | -5.8% | +4.5% | +1.0% |
| 30D | -13.7% | +11.1% | -24.8% | -17.4% |
| 3M | -8.2% | +13.2% | -21.4% | -13.5% |
| 6M | +13.1% | +8.7% | +4.4% | +7.8% |
| YTD | -15.6% | +27.3% | -42.9% | -25.1% |
| 1Y | +1.4% | +18.0% | -16.6% | -7.4% |
| 3Y | -7.4% | +76.5% | -83.9% | -29.9% |
| 5Y | -35.9% | +105.1% | -141.0% | -56.9% |
| All | -35.9% | +103.5% | -139.4% | -56.9% |
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