+218.9%
CTVA vs ALK
-33.5%
+252.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -3.1% | -1.5% | -3.9% |
| 30D | +11.1% | -17.1% | +28.2% | +16.1% |
| 3M | +13.7% | -3.8% | +17.5% | +13.5% |
| 6M | +11.2% | -5.3% | +16.5% | +9.8% |
| YTD | +26.9% | -20.3% | +47.2% | +30.2% |
| 1Y | +18.8% | -36.0% | +54.8% | +28.9% |
| 3Y | +75.9% | +0.8% | +75.2% | +58.2% |
| 5Y | +105.2% | -28.5% | +133.7% | +98.6% |
| All | +218.9% | -33.5% | +252.5% | +216.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling