+220.8%
ABT vs CFG
+396.4%
-175.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +20.2% | +11.5% | +8.7% | +17.6% |
| 6M | -2.9% | +19.2% | -22.1% | -6.3% |
| YTD | -11.9% | +23.7% | -35.6% | -15.8% |
| 1Y | -16.5% | +38.8% | -55.4% | -22.1% |
| 3Y | +12.1% | +178.9% | -166.8% | -11.5% |
| 5Y | -7.4% | +101.8% | -109.2% | -23.1% |
| 10Y | +210.7% | +317.3% | -106.6% | +89.0% |
| All | +220.8% | +396.4% | -175.5% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling