-11.8%
ABT vs CEG
-23.2%
+11.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.9% |
| 7D | -5.4% | +11.8% | -17.2% | -4.8% |
| 30D | +8.0% | -6.5% | +14.5% | +8.0% |
| 3M | +0.2% | -1.2% | +1.4% | +0.4% |
| 6M | +34.1% | -8.0% | +42.2% | +34.7% |
| YTD | -10.6% | -21.9% | +11.3% | -11.6% |
| 1Y | -11.8% | -21.4% | +9.6% | -12.6% |
| All | -11.8% | -23.2% | +11.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling