+18.0%
CTVA vs ALLY
+4.3%
+13.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | -5.8% | -1.9% | -3.9% | -5.6% |
| 30D | +11.1% | -4.5% | +15.5% | +11.7% |
| 3M | +13.2% | -2.8% | +16.1% | +13.4% |
| 6M | +8.7% | +10.3% | -1.6% | +5.8% |
| YTD | +27.3% | -5.7% | +33.0% | +28.9% |
| 1Y | +18.0% | +3.9% | +14.1% | +15.7% |
| All | +18.0% | +4.3% | +13.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling