+9.3%
ABT vs CAG
-37.6%
+46.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.7% | -6.6% | +1.9% | -3.3% |
| 30D | -3.1% | +2.3% | -5.4% | -3.6% |
| 3M | +16.1% | +16.3% | -0.2% | +12.5% |
| 6M | -5.3% | -16.0% | +10.7% | -2.3% |
| YTD | -14.4% | -7.7% | -6.7% | -13.7% |
| 1Y | -18.4% | -16.0% | -2.4% | -16.0% |
| All | +9.3% | -37.6% | +46.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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