+105.2%
CTVA vs ALC
-15.6%
+120.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.8% |
| 7D | -2.1% | -3.7% | +1.6% | -1.2% |
| 30D | +12.0% | -3.7% | +15.8% | +13.0% |
| 3M | +13.5% | +4.6% | +8.9% | +12.2% |
| 6M | +12.1% | -14.6% | +26.7% | +15.8% |
| YTD | +29.0% | -11.9% | +40.9% | +32.2% |
| 1Y | +18.9% | -13.1% | +32.0% | +22.0% |
| 3Y | +78.9% | -15.0% | +93.9% | +82.3% |
| 5Y | +105.2% | -16.2% | +121.4% | +104.5% |
| All | +105.2% | -15.6% | +120.9% | +104.5% |
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