-18.4%
ABT vs CFG
+38.1%
-56.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.7% | -0.6% | -4.2% | -4.6% |
| 30D | -3.1% | -4.5% | +1.4% | -2.2% |
| 3M | +16.1% | +6.3% | +9.8% | +14.5% |
| 6M | -5.3% | +20.6% | -25.9% | -8.3% |
| YTD | -14.4% | +21.2% | -35.7% | -17.7% |
| 1Y | -18.4% | +38.2% | -56.6% | -23.5% |
| All | -18.4% | +38.1% | -56.5% | -23.5% |
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