+365.7%
ALAB vs CTVA
+60.7%
+305.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.2% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | -13.6% | +12.0% | -25.6% | -17.4% |
| 3M | -16.6% | +13.5% | -30.1% | -23.2% |
| 6M | +142.3% | +12.1% | +130.2% | +124.7% |
| YTD | +73.6% | +29.0% | +44.6% | +48.7% |
| 1Y | +33.7% | +18.9% | +14.8% | +19.4% |
| All | +365.7% | +60.7% | +305.0% | +237.5% |
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 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