+5.9%
ABT vs CTVA
+74.2%
-68.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.9% | -4.5% | -1.4% | -5.4% |
| 30D | -8.1% | +11.3% | -19.4% | -9.2% |
| 3M | +14.5% | +12.3% | +2.2% | +12.9% |
| 6M | -6.3% | +7.2% | -13.5% | -7.3% |
| YTD | -17.1% | +26.0% | -43.1% | -19.8% |
| 1Y | -21.4% | +16.0% | -37.4% | -23.2% |
| 3Y | +5.9% | +73.9% | -68.0% | -2.3% |
| All | +5.9% | +74.2% | -68.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling