-11.3%
ABT vs CAG
-43.1%
+31.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.9% | -5.7% | -0.2% | -4.5% |
| 30D | -8.1% | -2.4% | -5.7% | -7.5% |
| 3M | +14.5% | +9.8% | +4.7% | +11.7% |
| 6M | -6.3% | -10.8% | +4.6% | -3.9% |
| YTD | -17.1% | -10.8% | -6.3% | -15.4% |
| 1Y | -21.4% | -19.0% | -2.4% | -17.8% |
| 3Y | +5.9% | -39.7% | +45.6% | +18.5% |
| All | -11.3% | -43.1% | +31.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling