-7.0%
ABT vs CF
+227.0%
-234.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | -3.7% | +6.0% | -9.7% | -3.8% |
| 30D | +2.5% | +14.8% | -12.4% | +2.1% |
| 3M | +20.2% | +14.1% | +6.1% | +19.7% |
| 6M | -2.9% | +28.5% | -31.5% | -4.1% |
| YTD | -11.9% | +74.9% | -86.9% | -14.5% |
| 1Y | -16.5% | +61.7% | -78.2% | -18.7% |
| 3Y | +12.1% | +80.3% | -68.2% | +7.9% |
| All | -7.0% | +227.0% | -234.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling