+372.5%
ABT vs CG
+278.1%
+94.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.0% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | +5.2% | +5.7% | -0.5% | +3.9% |
| 3M | -2.7% | -17.9% | +15.2% | +1.0% |
| 6M | +28.8% | -20.2% | +49.0% | +34.1% |
| YTD | -12.3% | -32.0% | +19.7% | -6.2% |
| 1Y | -14.7% | -27.0% | +12.3% | -10.3% |
| 3Y | +21.6% | +42.8% | -21.2% | +4.3% |
| 5Y | -7.8% | -23.4% | +15.7% | -10.7% |
| 10Y | +222.5% | +278.2% | -55.7% | +105.9% |
| All | +372.5% | +278.1% | +94.5% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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