+79.7%
CTVA vs ALLE
+49.9%
+29.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -17.6% | +25.3% | -43.0% | -23.5% |
| 3M | +3.4% | +10.3% | -6.9% | 0.0% |
| 6M | -2.6% | +38.0% | -40.6% | -13.2% |
| YTD | +19.1% | +17.8% | +1.3% | +11.6% |
| 1Y | +26.8% | +13.6% | +13.2% | +20.3% |
| 3Y | +63.9% | +89.2% | -25.3% | +26.6% |
| All | +79.7% | +49.9% | +29.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling