+204.7%
CTVA vs ALLE
+110.2%
+94.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | -8.5% | +26.6% | -35.1% | -18.1% |
| 3M | +5.3% | +13.2% | -7.9% | -1.0% |
| 6M | -0.1% | +42.9% | -42.9% | -16.4% |
| YTD | +21.2% | +21.0% | +0.2% | +8.7% |
| 1Y | +27.0% | +15.2% | +11.8% | +16.6% |
| 3Y | +87.2% | +95.6% | -8.4% | +28.3% |
| 5Y | +77.9% | +53.4% | +24.5% | +35.3% |
| All | +204.7% | +110.2% | +94.5% | +94.6% |
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