+602.8%
ABBV vs CTAS
+817.6%
-214.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +8.0% | +10.2% | -2.3% | +4.7% |
| 3M | +19.1% | +12.1% | +7.0% | +14.8% |
| 6M | +43.5% | +38.3% | +5.3% | +29.4% |
| YTD | +32.7% | +21.9% | +10.8% | +24.0% |
| 1Y | +30.0% | +24.0% | +6.0% | +20.8% |
| 3Y | +134.7% | +75.1% | +59.6% | +93.0% |
| 5Y | +200.6% | +116.9% | +83.7% | +126.8% |
| All | +602.8% | +817.6% | -214.9% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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