+11.5%
ABT vs CEG
+181.7%
-170.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.1% | +6.7% | -9.8% | -3.0% |
| 30D | -2.1% | +11.0% | -13.1% | -2.0% |
| 3M | +17.4% | +19.5% | -2.1% | +17.7% |
| 6M | -2.4% | -5.9% | +3.5% | -2.3% |
| YTD | -14.2% | -15.0% | +0.8% | -14.3% |
| 1Y | -18.3% | +0.6% | -19.0% | -18.3% |
| 3Y | +11.5% | +180.6% | -169.1% | +7.2% |
| All | +11.5% | +181.7% | -170.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling