+231.7%
CTVA vs ALK
-30.3%
+262.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +4.9% | -0.7% | +5.6% | +5.1% |
| 30D | +11.9% | -19.2% | +31.2% | +17.6% |
| 3M | +13.7% | -1.5% | +15.2% | +12.7% |
| 6M | +13.1% | -13.1% | +26.2% | +14.3% |
| YTD | +32.0% | -16.4% | +48.4% | +33.8% |
| 1Y | +22.1% | -33.1% | +55.1% | +31.0% |
| 3Y | +77.5% | +0.6% | +76.9% | +60.2% |
| 5Y | +106.3% | -26.4% | +132.7% | +98.4% |
| All | +231.7% | -30.3% | +262.0% | +225.6% |
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