+209.7%
ABT vs CME
+280.6%
-70.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -3.1% | +4.7% | -7.8% | -4.7% |
| 3M | +16.1% | +7.8% | +8.3% | +12.8% |
| 6M | -5.3% | -11.0% | +5.7% | -2.1% |
| YTD | -14.4% | +4.0% | -18.5% | -16.5% |
| 1Y | -18.4% | +9.1% | -27.5% | -21.8% |
| 3Y | +11.2% | +52.3% | -41.1% | -6.7% |
| 5Y | -9.4% | +76.1% | -85.5% | -28.6% |
| 10Y | +209.7% | +280.6% | -70.8% | +92.2% |
| All | +209.7% | +280.6% | -70.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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