+124.3%
CTVA vs ABCL
-80.4%
+204.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | -0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | -8.7% | -5.4% | -3.3% | -8.7% |
| 3M | +6.4% | +22.4% | -16.1% | +4.9% |
| 6M | -1.9% | +127.6% | -129.5% | -6.7% |
| YTD | +21.5% | +249.4% | -227.9% | +12.5% |
| 1Y | +24.3% | +198.0% | -173.7% | +15.9% |
| 3Y | +91.8% | +195.8% | -104.0% | +73.9% |
| 5Y | +78.4% | -20.6% | +99.0% | +64.6% |
| All | +124.3% | -80.4% | +204.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling