+131.2%
CTVA vs ALLE
+109.7%
+21.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.1% |
| 7D | -23.7% | +1.6% | -25.2% | -24.1% |
| 30D | -31.2% | +24.1% | -55.3% | -37.8% |
| 3M | -18.7% | +14.8% | -33.6% | -24.0% |
| 6M | -25.5% | +45.9% | -71.4% | -38.2% |
| YTD | -8.0% | +20.7% | -28.8% | -17.4% |
| 1Y | -7.0% | +14.2% | -21.2% | -14.2% |
| 3Y | +45.2% | +90.7% | -45.5% | +0.9% |
| 5Y | +32.3% | +50.6% | -18.3% | +1.8% |
| All | +131.2% | +109.7% | +21.5% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling