+32.0%
CTVA vs ALK
-1.1%
+33.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.8% | -5.6% | +2.8% |
| 7D | +8.2% | +12.4% | -4.2% | +7.6% |
| 30D | -1.0% | +2.1% | -3.1% | -1.3% |
| 3M | +4.6% | -23.9% | +28.4% | +5.1% |
| 6M | +0.5% | +8.2% | -7.8% | -0.6% |
| YTD | +22.7% | -20.5% | +43.2% | +24.2% |
| 1Y | +32.0% | -1.0% | +33.0% | +25.7% |
| All | +32.0% | -1.1% | +33.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling