+11.4%
ALAB vs CTVA
-0.4%
+11.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.1% | +6.8% |
| 7D | +3.4% | -1.0% | +4.4% | +3.2% |
| 30D | -28.8% | -8.7% | -20.0% | -28.6% |
| 3M | -26.0% | +6.4% | -32.4% | -22.2% |
| 6M | +11.4% | -1.9% | +13.2% | +16.3% |
| All | +11.4% | -0.4% | +11.7% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling