+43.3%
CTVA vs ALLY
+65.3%
-22.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -20.8% | +0.4% | -21.1% | -20.8% |
| 30D | -29.6% | +5.2% | -34.9% | -30.5% |
| 3M | -16.9% | -13.3% | -3.6% | -13.9% |
| 6M | -24.3% | -6.7% | -17.6% | -23.3% |
| YTD | -5.6% | -12.8% | +7.2% | -3.0% |
| 1Y | -4.2% | +0.7% | -4.9% | -5.9% |
| 3Y | +43.3% | +65.2% | -21.9% | +19.9% |
| All | +43.3% | +65.3% | -22.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling