+1,353.7%
ABBV vs CTAS
+2,467.9%
-1,114.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.1% | -0.8% | +0.8% | +0.3% |
| 30D | +5.6% | +10.7% | -5.2% | +1.9% |
| 3M | +18.7% | +11.0% | +7.7% | +14.3% |
| 6M | +47.4% | +38.7% | +8.7% | +31.3% |
| YTD | +33.0% | +21.8% | +11.2% | +23.4% |
| 1Y | +34.9% | +23.6% | +11.4% | +24.5% |
| 3Y | +135.2% | +74.9% | +60.2% | +89.1% |
| 5Y | +202.1% | +119.5% | +82.6% | +119.5% |
| 10Y | +602.6% | +820.2% | -217.6% | +154.9% |
| All | +1,353.7% | +2,467.9% | -1,114.1% | +228.5% |
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