+43.3%
CTVA vs ALK
+13.2%
+30.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | -20.8% | -1.2% | -19.6% | -20.4% |
| 30D | -29.6% | +7.7% | -37.3% | -30.1% |
| 3M | -16.9% | -19.0% | +2.1% | -14.7% |
| 6M | -24.3% | -0.2% | -24.1% | -24.9% |
| YTD | -5.6% | -23.5% | +17.9% | -3.3% |
| 1Y | -4.2% | -9.1% | +4.9% | -5.1% |
| 3Y | +43.3% | +12.0% | +31.3% | +33.0% |
| All | +43.3% | +13.2% | +30.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling