+75.7%
CTVA vs ALB
-29.2%
+104.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | -5.8% | -8.6% | +2.8% | -4.7% |
| 30D | +11.1% | -4.0% | +15.1% | +11.6% |
| 3M | +13.2% | -17.4% | +30.6% | +15.8% |
| 6M | +8.7% | -25.4% | +34.1% | +12.2% |
| YTD | +27.3% | -10.5% | +37.8% | +27.2% |
| 1Y | +18.0% | +75.8% | -57.8% | +4.7% |
| All | +75.7% | -29.2% | +104.9% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling