+206.2%
CTVA vs ALK
-31.2%
+237.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.4% | +12.9% | -10.5% | -0.6% |
| 30D | -8.1% | +5.5% | -13.6% | -9.6% |
| 3M | +6.3% | -12.1% | +18.4% | +9.0% |
| 6M | +0.4% | +1.7% | -1.3% | -2.0% |
| YTD | +21.8% | -17.4% | +39.2% | +23.4% |
| 1Y | +24.9% | -1.9% | +26.8% | +20.2% |
| 3Y | +92.3% | +21.2% | +71.0% | +63.2% |
| 5Y | +78.9% | -27.8% | +106.7% | +72.8% |
| All | +206.2% | -31.2% | +237.3% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling