+205.4%
CTVA vs ALC
+25.8%
+179.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.5% |
| 7D | -1.0% | -6.3% | +5.3% | +1.2% |
| 30D | -8.7% | +12.6% | -21.3% | -12.4% |
| 3M | +6.4% | -3.8% | +10.2% | +7.6% |
| 6M | -1.9% | +16.8% | -18.7% | -7.5% |
| YTD | +21.5% | -7.6% | +29.1% | +23.5% |
| 1Y | +24.3% | -5.9% | +30.2% | +25.3% |
| 3Y | +91.8% | +0.6% | +91.2% | +83.1% |
| 5Y | +78.4% | -9.5% | +87.9% | +74.5% |
| All | +205.4% | +25.8% | +179.6% | +148.0% |
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