-7.4%
ABT vs CTVA
+34.7%
-42.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.8% |
| 7D | -1.3% | -20.8% | +19.5% | +1.6% |
| 30D | +6.0% | -29.6% | +35.7% | +11.1% |
| 3M | -1.9% | -16.9% | +15.0% | -0.4% |
| 6M | +31.2% | -24.3% | +55.4% | +35.1% |
| YTD | -11.2% | -5.6% | -5.6% | -12.6% |
| 1Y | -14.0% | -4.2% | -9.8% | -15.5% |
| 3Y | +20.7% | +43.3% | -22.6% | +6.8% |
| All | -7.4% | +34.7% | -42.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling