-5.1%
ABT vs CME
+75.9%
-81.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -5.4% | +2.5% | -7.9% | -6.1% |
| 30D | +8.0% | +13.9% | -5.9% | +4.1% |
| 3M | +0.2% | +22.4% | -22.2% | -5.5% |
| 6M | +34.1% | +12.9% | +21.3% | +29.2% |
| YTD | -10.6% | +19.6% | -30.2% | -15.9% |
| 1Y | -11.8% | +17.7% | -29.5% | -16.7% |
| 3Y | +23.9% | +65.3% | -41.4% | +2.6% |
| 5Y | -5.1% | +75.1% | -80.3% | -22.6% |
| All | -5.1% | +75.9% | -81.0% | -22.6% |
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