-5.9%
ABT vs CMI
+10.9%
-16.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.8% | +11.3% | +5.0% |
| 7D | +12.5% | -11.2% | +23.7% | +11.4% |
| 30D | +16.1% | -9.8% | +26.0% | +15.0% |
| 3M | +10.2% | -25.5% | +35.7% | +7.8% |
| 6M | +33.7% | -27.7% | +61.4% | +29.8% |
| YTD | -5.5% | -6.6% | +1.1% | -11.0% |
| 1Y | -5.9% | +11.7% | -17.6% | -11.8% |
| All | -5.9% | +10.9% | -16.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling