+18.0%
CTVA vs ALK
-36.6%
+54.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -5.8% | -3.0% | -2.8% | -5.6% |
| 30D | +11.1% | -14.6% | +25.7% | +12.1% |
| 3M | +13.2% | -10.6% | +23.8% | +13.7% |
| 6M | +8.7% | -6.7% | +15.4% | +9.1% |
| YTD | +27.3% | -19.8% | +47.0% | +29.9% |
| 1Y | +18.0% | -35.2% | +53.2% | +50.5% |
| All | +18.0% | -36.6% | +54.6% | +50.5% |
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