+43.3%
CTVA vs ABCL
+185.8%
-142.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -20.8% | -3.3% | -17.5% | -20.6% |
| 30D | -29.6% | -7.1% | -22.5% | -29.5% |
| 3M | -16.9% | +4.7% | -21.6% | -17.6% |
| 6M | -24.3% | +140.9% | -165.1% | -29.1% |
| YTD | -5.6% | +236.0% | -241.6% | -14.1% |
| 1Y | -4.2% | +217.4% | -221.6% | -12.6% |
| 3Y | +43.3% | +188.7% | -145.4% | +24.1% |
| All | +43.3% | +185.8% | -142.5% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling