+22.1%
CTVA vs ALB
+60.9%
-38.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.6% |
| 7D | +4.9% | -8.1% | +13.0% | +5.5% |
| 30D | +11.9% | +6.3% | +5.7% | +11.6% |
| 3M | +13.7% | -23.6% | +37.2% | +15.6% |
| 6M | +13.1% | -24.6% | +37.8% | +15.0% |
| YTD | +32.0% | -10.3% | +42.2% | +33.7% |
| 1Y | +22.1% | +61.5% | -39.4% | +27.1% |
| All | +22.1% | +60.9% | -38.9% | +27.1% |
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