+206.2%
CTVA vs ALLY
+62.8%
+143.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -8.1% | +1.1% | -9.2% | -8.5% |
| 3M | +6.3% | -13.2% | +19.5% | +11.0% |
| 6M | +0.4% | -13.5% | +13.9% | +4.5% |
| YTD | +21.8% | -14.3% | +36.1% | +26.3% |
| 1Y | +24.9% | -1.1% | +26.0% | +23.3% |
| 3Y | +92.3% | +62.0% | +30.3% | +55.7% |
| 5Y | +78.9% | -9.6% | +88.5% | +70.4% |
| All | +206.2% | +62.8% | +143.4% | +95.5% |
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