-6.0%
ABT vs CEG
+717.3%
-723.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.6% |
| 7D | -3.7% | +8.0% | -11.7% | -3.9% |
| 30D | +2.5% | +12.9% | -10.5% | +2.0% |
| 3M | +20.2% | +13.2% | +7.0% | +19.6% |
| 6M | -2.9% | -7.0% | +4.1% | -2.8% |
| YTD | -11.9% | -15.0% | +3.1% | -11.6% |
| 1Y | -16.5% | -2.7% | -13.8% | -16.9% |
| 3Y | +12.1% | +184.1% | -171.9% | -6.1% |
| All | -6.0% | +717.3% | -723.3% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling