+105.2%
CTVA vs ALB
-43.6%
+148.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.7% |
| 7D | -2.1% | -4.4% | +2.3% | -1.4% |
| 30D | +12.0% | -1.2% | +13.2% | +12.1% |
| 3M | +13.5% | -13.3% | +26.8% | +15.6% |
| 6M | +12.1% | -19.8% | +31.9% | +14.9% |
| YTD | +29.0% | -7.9% | +36.9% | +28.2% |
| 1Y | +18.9% | +60.2% | -41.3% | +5.3% |
| 3Y | +78.9% | -26.4% | +105.3% | +75.8% |
| 5Y | +105.2% | -42.5% | +147.8% | +105.0% |
| All | +105.2% | -43.6% | +148.8% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling