+229.1%
ABT vs CFG
+358.2%
-129.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +11.6% | +2.8% | +8.8% | +11.0% |
| 3M | +2.3% | -10.1% | +12.4% | +4.3% |
| 6M | +32.7% | +3.2% | +29.6% | +31.7% |
| YTD | -9.6% | +14.2% | -23.8% | -12.3% |
| 1Y | -10.1% | +27.4% | -37.5% | -14.6% |
| 3Y | +25.2% | +187.6% | -162.4% | -1.7% |
| 5Y | -4.5% | +65.7% | -70.2% | -17.3% |
| 10Y | +228.3% | +219.7% | +8.6% | +118.0% |
| All | +229.1% | +358.2% | -129.0% | +92.1% |
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