+131.2%
CTVA vs ALM
+351.5%
-220.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -6.5% | -17.8% | -24.1% |
| 7D | -23.7% | -4.0% | -19.6% | -23.5% |
| 30D | -31.2% | -30.5% | -0.7% | -30.4% |
| 3M | -18.7% | -46.9% | +28.2% | -17.1% |
| 6M | -25.5% | -65.5% | +40.0% | -23.1% |
| YTD | -8.0% | -13.4% | +5.4% | -9.0% |
| 1Y | -7.0% | +9.8% | -16.8% | -9.0% |
| 3Y | +45.2% | +783.1% | -737.9% | +26.9% |
| 5Y | +32.3% | +378.3% | -346.0% | +16.9% |
| All | +131.2% | +351.5% | -220.3% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling