-9.9%
ABT vs CME
+77.1%
-87.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -3.1% | -2.9% | -0.3% | -2.4% |
| 30D | -2.1% | +5.5% | -7.7% | -3.7% |
| 3M | +17.4% | +11.0% | +6.5% | +13.7% |
| 6M | -2.4% | -9.7% | +7.3% | +0.3% |
| YTD | -14.2% | +4.9% | -19.1% | -16.2% |
| 1Y | -18.3% | +10.1% | -28.4% | -21.6% |
| 3Y | +11.5% | +53.5% | -42.0% | -5.9% |
| 5Y | -9.9% | +77.2% | -87.1% | -24.6% |
| All | -9.9% | +77.1% | -87.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling