-9.9%
ABT vs CI
+39.3%
-49.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.1% |
| 7D | -3.1% | -2.6% | -0.6% | -2.6% |
| 30D | -2.1% | -2.4% | +0.2% | -1.7% |
| 3M | +17.4% | -4.8% | +22.2% | +18.2% |
| 6M | -2.4% | +2.1% | -4.5% | -3.3% |
| YTD | -14.2% | +1.4% | -15.6% | -15.0% |
| 1Y | -18.3% | -6.8% | -11.6% | -18.1% |
| 3Y | +11.5% | +3.3% | +8.2% | +7.7% |
| 5Y | -9.9% | +41.1% | -51.0% | -23.8% |
| All | -9.9% | +39.3% | -49.2% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling