+79.7%
CTVA vs ALK
-34.8%
+114.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +2.2% | +9.0% | -6.8% | +0.8% |
| 30D | -17.6% | -1.6% | -16.0% | -17.6% |
| 3M | +3.4% | -23.2% | +26.6% | +7.4% |
| 6M | -2.6% | -3.9% | +1.3% | -3.3% |
| YTD | +19.1% | -22.6% | +41.7% | +21.8% |
| 1Y | +26.8% | -5.3% | +32.1% | +24.0% |
| 3Y | +63.9% | +18.6% | +45.3% | +45.6% |
| All | +79.7% | -34.8% | +114.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling