+209.7%
ABT vs CI
+143.6%
+66.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +16.1% | -5.2% | +21.3% | +17.5% |
| 6M | -5.3% | +4.3% | -9.7% | -7.1% |
| YTD | -14.4% | +2.8% | -17.2% | -15.9% |
| 1Y | -18.4% | -5.8% | -12.6% | -18.4% |
| 3Y | +11.2% | +4.7% | +6.5% | +5.0% |
| 5Y | -9.4% | +42.7% | -52.1% | -24.6% |
| 10Y | +209.7% | +141.0% | +68.8% | +111.7% |
| All | +209.7% | +143.6% | +66.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling