+945.3%
ABT vs CME
+7,469.3%
-6,524.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | +2.5% | +6.2% | -3.8% | +1.2% |
| 3M | +20.2% | +10.4% | +9.8% | +17.6% |
| 6M | -2.9% | -9.5% | +6.6% | -1.4% |
| YTD | -11.9% | +6.0% | -17.9% | -13.4% |
| 1Y | -16.5% | +9.3% | -25.8% | -18.5% |
| 3Y | +12.1% | +57.7% | -45.5% | +1.4% |
| 5Y | -7.4% | +77.7% | -85.1% | -18.5% |
| 10Y | +210.7% | +281.2% | -70.5% | +137.9% |
| All | +945.3% | +7,469.3% | -6,524.0% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling