+105.2%
CTVA vs ALLY
-0.2%
+105.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | +12.0% | -3.3% | +15.3% | +12.9% |
| 3M | +13.5% | +0.5% | +13.0% | +13.1% |
| 6M | +12.1% | +12.6% | -0.5% | +8.1% |
| YTD | +29.0% | -4.7% | +33.7% | +29.5% |
| 1Y | +18.9% | +5.2% | +13.6% | +16.0% |
| 3Y | +78.9% | +66.5% | +12.4% | +53.5% |
| 5Y | +105.2% | +0.2% | +105.0% | +97.0% |
| All | +105.2% | -0.2% | +105.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling