+224.3%
CTVA vs ALLY
+81.1%
+143.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +12.0% | -3.3% | +15.3% | +13.2% |
| 3M | +13.5% | +0.5% | +13.0% | +12.9% |
| 6M | +12.1% | +12.6% | -0.5% | +6.8% |
| YTD | +29.0% | -4.7% | +33.7% | +29.5% |
| 1Y | +18.9% | +5.2% | +13.6% | +15.0% |
| 3Y | +78.9% | +66.5% | +12.4% | +43.9% |
| 5Y | +105.2% | +0.2% | +105.0% | +88.8% |
| All | +224.3% | +81.1% | +143.2% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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