-3.5%
ABT vs CEG
+632.0%
-635.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | +11.6% | -10.2% | +21.8% | +11.9% |
| 3M | +2.3% | -0.8% | +3.2% | +2.2% |
| 6M | +32.7% | -11.5% | +44.3% | +33.1% |
| YTD | -9.6% | -23.9% | +14.2% | -9.0% |
| 1Y | -10.1% | -25.4% | +15.3% | -9.4% |
| 3Y | +25.2% | +124.2% | -99.0% | +7.8% |
| All | -3.5% | +632.0% | -635.5% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling