-9.9%
ABT vs CFG
+100.9%
-110.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.5% |
| 30D | -2.1% | -3.7% | +1.6% | -1.6% |
| 3M | +17.4% | +9.5% | +8.0% | +15.8% |
| 6M | -2.4% | +22.2% | -24.6% | -5.4% |
| YTD | -14.2% | +22.3% | -36.5% | -17.0% |
| 1Y | -18.3% | +39.4% | -57.8% | -22.6% |
| 3Y | +11.5% | +188.5% | -177.0% | -9.4% |
| 5Y | -9.9% | +101.5% | -111.4% | -17.9% |
| All | -9.9% | +100.9% | -110.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling