+78.4%
CTVA vs ALM
+456.2%
-377.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.0% | -7.2% | +6.2% | -0.8% |
| 30D | -8.7% | -26.4% | +17.6% | -8.0% |
| 3M | +6.4% | -38.6% | +45.0% | +7.5% |
| 6M | -1.9% | -61.0% | +59.1% | +0.2% |
| YTD | +21.5% | -7.4% | +28.9% | +20.0% |
| 1Y | +24.3% | +14.0% | +10.3% | +21.8% |
| 3Y | +91.8% | +844.4% | -752.6% | +71.5% |
| 5Y | +78.4% | +410.8% | -332.4% | +61.8% |
| All | +78.4% | +456.2% | -377.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling