-16.5%
ABT vs CFG
+40.4%
-56.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | +1.5% | -5.2% | -4.0% |
| 30D | +2.5% | -3.8% | +6.3% | +3.3% |
| 3M | +20.2% | +11.5% | +8.7% | +17.4% |
| 6M | -2.9% | +19.2% | -22.1% | -6.1% |
| YTD | -11.9% | +23.7% | -35.6% | -15.6% |
| 1Y | -16.5% | +38.8% | -55.4% | -21.7% |
| All | -16.5% | +40.4% | -56.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling