+63.9%
CTVA vs ABCL
+156.0%
-92.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.4% |
| 7D | +2.2% | -3.2% | +5.4% | +2.3% |
| 30D | -17.6% | -7.4% | -10.2% | -17.5% |
| 3M | +3.4% | +81.9% | -78.5% | -0.8% |
| 6M | -2.6% | +135.7% | -138.3% | -8.8% |
| YTD | +19.1% | +247.4% | -228.2% | +7.8% |
| 1Y | +26.8% | +162.3% | -135.5% | +16.6% |
| 3Y | +63.9% | +165.5% | -101.6% | +42.7% |
| All | +63.9% | +156.0% | -92.2% | +42.7% |
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