-51.2%
AAL vs CTVA
+197.7%
-248.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | -1.0% | +4.4% | +4.0% |
| 30D | +11.7% | -8.7% | +20.4% | +16.6% |
| 3M | -7.8% | +6.4% | -14.2% | -12.2% |
| 6M | +10.2% | -1.9% | +12.1% | +8.3% |
| YTD | -8.0% | +21.5% | -29.5% | -20.2% |
| 1Y | +8.5% | +24.3% | -15.7% | -7.0% |
| 3Y | +19.5% | +91.8% | -72.3% | -22.1% |
| 5Y | -33.9% | +78.4% | -112.3% | -56.6% |
| All | -51.2% | +197.7% | -248.9% | -77.8% |
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