+219.9%
CTVA vs ALC
+18.8%
+201.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -5.8% | -5.3% | -0.5% | -4.0% |
| 30D | +11.1% | -7.1% | +18.1% | +13.9% |
| 3M | +13.2% | +0.8% | +12.4% | +12.7% |
| 6M | +8.7% | -16.0% | +24.7% | +14.7% |
| YTD | +27.3% | -12.7% | +40.0% | +32.2% |
| 1Y | +18.0% | -12.8% | +30.8% | +22.2% |
| 3Y | +76.5% | -15.8% | +92.3% | +80.7% |
| 5Y | +105.1% | -16.7% | +121.7% | +107.1% |
| All | +219.9% | +18.8% | +201.1% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling