+231.7%
CTVA vs ALLY
+87.3%
+144.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.9% | +3.7% | +1.3% | +3.7% |
| 30D | +11.9% | -2.3% | +14.2% | +12.7% |
| 3M | +13.7% | +3.8% | +9.8% | +11.9% |
| 6M | +13.1% | +9.7% | +3.4% | +8.7% |
| YTD | +32.0% | -1.4% | +33.4% | +31.0% |
| 1Y | +22.1% | +8.2% | +13.8% | +17.1% |
| 3Y | +77.5% | +66.5% | +11.0% | +42.8% |
| 5Y | +106.3% | +1.2% | +105.1% | +89.6% |
| All | +231.7% | +87.3% | +144.4% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling