+212.1%
ABT vs CF
+575.3%
-363.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -3.7% | +6.0% | -9.7% | -4.3% |
| 30D | +2.5% | +14.8% | -12.4% | +0.9% |
| 3M | +20.2% | +14.1% | +6.1% | +18.3% |
| 6M | -2.9% | +28.5% | -31.5% | -6.5% |
| YTD | -11.9% | +74.9% | -86.9% | -18.4% |
| 1Y | -16.5% | +61.7% | -78.2% | -22.0% |
| 3Y | +12.1% | +80.3% | -68.2% | +2.0% |
| 5Y | -7.4% | +226.0% | -233.4% | -25.9% |
| All | +212.1% | +575.3% | -363.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling