+953.6%
ABT vs CME
+8,496.5%
-7,543.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | +3.9% | -5.2% | -2.0% |
| 30D | +6.0% | +11.3% | -5.3% | +3.8% |
| 3M | -1.9% | +19.6% | -21.4% | -5.4% |
| 6M | +31.2% | +8.1% | +23.1% | +28.8% |
| YTD | -11.2% | +20.4% | -31.6% | -14.9% |
| 1Y | -14.0% | +16.5% | -30.5% | -17.0% |
| 3Y | +20.7% | +66.4% | -45.8% | +8.0% |
| 5Y | -6.7% | +74.5% | -81.1% | -17.6% |
| 10Y | +226.3% | +308.5% | -82.2% | +145.9% |
| All | +953.6% | +8,496.5% | -7,543.0% | +408.5% |
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