+400.4%
ALAB vs CTVA
+64.3%
+336.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +10.0% |
| 7D | +7.2% | +4.9% | +2.3% | +5.3% |
| 30D | -2.5% | +11.9% | -14.4% | -6.7% |
| 3M | -13.3% | +13.7% | -27.0% | -19.9% |
| 6M | +172.8% | +13.1% | +159.7% | +152.5% |
| YTD | +86.6% | +32.0% | +54.6% | +58.6% |
| 1Y | +65.2% | +22.1% | +43.1% | +46.0% |
| All | +400.4% | +64.3% | +336.1% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling