+228.6%
ABT vs CME
+297.2%
-68.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | -5.4% | +2.5% | -7.9% | -6.2% |
| 30D | +8.0% | +13.9% | -5.9% | +3.3% |
| 3M | +0.2% | +22.4% | -22.2% | -6.6% |
| 6M | +34.1% | +12.9% | +21.3% | +28.0% |
| YTD | -10.6% | +19.6% | -30.2% | -16.8% |
| 1Y | -11.8% | +17.7% | -29.5% | -17.5% |
| 3Y | +23.9% | +65.3% | -41.4% | +1.3% |
| 5Y | -5.1% | +75.1% | -80.3% | -24.9% |
| 10Y | +228.6% | +305.8% | -77.2% | +89.0% |
| All | +228.6% | +297.2% | -68.6% | +89.0% |
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