+123.7%
CTVA vs ABCL
-79.5%
+203.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.5% | +1.6% |
| 7D | +1.6% | +12.4% | -10.8% | +1.1% |
| 30D | -8.5% | -0.4% | -8.2% | -8.7% |
| 3M | +5.3% | +80.4% | -75.1% | +1.8% |
| 6M | -0.1% | +138.5% | -138.6% | -5.1% |
| YTD | +21.2% | +265.5% | -244.3% | +12.1% |
| 1Y | +27.0% | +219.7% | -192.7% | +18.1% |
| 3Y | +87.2% | +209.4% | -122.2% | +69.5% |
| 5Y | +77.9% | -15.0% | +92.9% | +63.9% |
| All | +123.7% | -79.5% | +203.2% | +114.0% |
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