+218.9%
CTVA vs ALM
+880.6%
-661.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | 0.0% |
| 7D | -4.7% | -7.1% | +2.5% | -4.4% |
| 30D | +11.1% | +24.7% | -13.6% | +10.1% |
| 3M | +13.7% | +8.3% | +5.4% | +12.9% |
| 6M | +11.2% | -22.2% | +33.4% | +11.3% |
| YTD | +26.9% | +88.1% | -61.2% | +22.4% |
| 1Y | +18.8% | +272.4% | -253.5% | +11.0% |
| 3Y | +75.9% | +2,004.1% | -1,928.2% | +48.4% |
| 5Y | +105.2% | +915.8% | -810.6% | +76.9% |
| All | +218.9% | +880.6% | -661.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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