+32.0%
CTVA vs ALB
+4.7%
+27.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.7% |
| 7D | +8.2% | -2.1% | +10.3% | +8.4% |
| 30D | -1.0% | -9.0% | +8.0% | -0.2% |
| 3M | +4.6% | -21.1% | +25.7% | +6.9% |
| 6M | +0.5% | -49.9% | +50.4% | +7.6% |
| YTD | +22.7% | -32.3% | +55.0% | +26.2% |
| 1Y | +32.0% | +8.6% | +23.4% | +26.1% |
| All | +32.0% | +4.7% | +27.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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