+199.4%
CTVA vs ALK
-35.5%
+234.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +2.2% | +9.0% | -6.8% | 0.0% |
| 30D | -17.6% | -1.6% | -16.0% | -17.5% |
| 3M | +3.4% | -23.2% | +26.6% | +9.6% |
| 6M | -2.6% | -3.9% | +1.3% | -3.6% |
| YTD | +19.1% | -22.6% | +41.7% | +22.6% |
| 1Y | +26.8% | -5.3% | +32.1% | +22.9% |
| 3Y | +63.9% | +18.6% | +45.3% | +39.4% |
| 5Y | +75.7% | -34.4% | +110.1% | +74.3% |
| All | +199.4% | -35.5% | +234.9% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling