+224.3%
CTVA vs ALLE
+71.5%
+152.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -2.1% | +2.8% | -4.9% | -3.3% |
| 30D | +12.0% | -7.6% | +19.7% | +16.1% |
| 3M | +13.5% | +22.8% | -9.3% | +2.2% |
| 6M | +12.1% | +4.6% | +7.5% | +8.4% |
| YTD | +29.0% | -1.2% | +30.2% | +27.5% |
| 1Y | +18.9% | -9.1% | +28.0% | +22.1% |
| 3Y | +78.9% | +50.0% | +28.9% | +39.3% |
| 5Y | +105.2% | +15.2% | +90.0% | +80.9% |
| All | +224.3% | +71.5% | +152.7% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling