+3.6%
AAL vs CTVA
-23.7%
+27.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -0.1% | -20.8% | +20.7% | +3.1% |
| 30D | +11.7% | -29.6% | +41.3% | +15.3% |
| 3M | -12.5% | -16.9% | +4.3% | -10.2% |
| 6M | +3.6% | -24.3% | +27.9% | +6.0% |
| All | +3.6% | -23.7% | +27.3% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling