+1,354.0%
ABBV vs CTAS
+2,462.2%
-1,108.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.6% |
| 30D | +4.7% | +8.7% | -4.0% | +1.7% |
| 3M | +18.3% | +13.3% | +5.1% | +13.2% |
| 6M | +43.4% | +39.4% | +4.0% | +27.5% |
| YTD | +33.0% | +21.5% | +11.5% | +23.5% |
| 1Y | +30.8% | +21.9% | +8.9% | +21.3% |
| 3Y | +135.1% | +73.6% | +61.5% | +89.6% |
| 5Y | +201.2% | +116.2% | +85.0% | +120.1% |
| 10Y | +602.7% | +818.2% | -215.5% | +155.1% |
| All | +1,354.0% | +2,462.2% | -1,108.2% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling