+1,156.2%
ABBV vs CTAS
+2,165.1%
-1,009.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | +0.4% | -1.8% | +2.2% | +1.0% |
| 30D | +4.2% | -0.2% | +4.4% | +4.2% |
| 3M | +14.8% | +11.7% | +3.1% | +10.3% |
| 6M | +10.3% | +0.7% | +9.6% | +9.5% |
| YTD | +14.9% | +7.4% | +7.5% | +11.5% |
| 1Y | +24.1% | -2.1% | +26.2% | +24.2% |
| 3Y | +91.9% | +62.9% | +29.0% | +58.0% |
| 5Y | +176.0% | +111.9% | +64.2% | +102.3% |
| 10Y | +502.9% | +652.2% | -149.2% | +137.7% |
| All | +1,156.2% | +2,165.1% | -1,009.0% | +196.7% |
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