+219.9%
CTVA vs ALK
-33.1%
+253.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -5.8% | -3.0% | -2.8% | -5.1% |
| 30D | +11.1% | -14.6% | +25.7% | +15.2% |
| 3M | +13.2% | -10.6% | +23.8% | +15.1% |
| 6M | +8.7% | -6.7% | +15.4% | +7.8% |
| YTD | +27.3% | -19.8% | +47.0% | +30.4% |
| 1Y | +18.0% | -35.2% | +53.2% | +27.6% |
| 3Y | +76.5% | +1.4% | +75.1% | +58.5% |
| 5Y | +105.1% | -30.7% | +135.7% | +100.6% |
| All | +219.9% | -33.1% | +253.0% | +217.2% |
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