+36.6%
CTVA vs ALC
-9.1%
+45.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | -20.8% | -1.1% | -19.7% | -20.5% |
| 30D | -29.6% | +16.0% | -45.7% | -31.9% |
| 3M | -16.9% | +0.8% | -17.7% | -17.0% |
| 6M | -24.3% | +16.8% | -41.1% | -27.0% |
| YTD | -5.6% | -5.5% | -0.1% | -4.8% |
| 1Y | -4.2% | -5.3% | +1.1% | -3.5% |
| 3Y | +43.3% | +4.1% | +39.2% | +39.3% |
| All | +36.6% | -9.1% | +45.7% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling