+53.5%
ALAB vs CTVA
-4.9%
+58.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.7% |
| 7D | +16.3% | -20.8% | +37.1% | +16.9% |
| 30D | -26.1% | -29.6% | +3.5% | -25.2% |
| 3M | -31.3% | -16.9% | -14.4% | -29.6% |
| 6M | -1.0% | -24.3% | +23.3% | -1.1% |
| YTD | +33.3% | -5.6% | +38.9% | +38.5% |
| 1Y | +53.5% | -4.2% | +57.7% | +58.5% |
| All | +53.5% | -4.9% | +58.4% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling