+20.7%
ABT vs CAG
-36.3%
+57.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.9% |
| 7D | -1.3% | -3.3% | +2.1% | -0.5% |
| 30D | +6.0% | +7.7% | -1.6% | +4.2% |
| 3M | -1.9% | -3.2% | +1.3% | -1.3% |
| 6M | +31.2% | +7.0% | +24.2% | +28.8% |
| YTD | -11.2% | -9.0% | -2.3% | -10.3% |
| 1Y | -14.0% | -9.6% | -4.4% | -12.9% |
| 3Y | +20.7% | -36.0% | +56.7% | +33.7% |
| All | +20.7% | -36.3% | +57.0% | +33.7% |
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