+230.2%
ABT vs CFG
+214.3%
+15.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.6% | +1.6% | -7.2% | -5.9% |
| 30D | +5.2% | +3.3% | +1.9% | +4.6% |
| 3M | -2.7% | -11.5% | +8.8% | -0.7% |
| 6M | +28.8% | +6.2% | +22.6% | +27.3% |
| YTD | -12.3% | +14.3% | -26.5% | -14.6% |
| 1Y | -14.7% | +26.7% | -41.4% | -18.4% |
| 3Y | +21.6% | +187.8% | -166.2% | -2.1% |
| 5Y | -7.8% | +61.3% | -69.1% | -18.4% |
| All | +230.2% | +214.3% | +15.9% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling