+5.9%
ABT vs CMI
+150.2%
-144.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.9% |
| 30D | -8.1% | -12.4% | +4.3% | -7.9% |
| 3M | +14.5% | -14.8% | +29.3% | +14.5% |
| 6M | -6.3% | +0.8% | -7.1% | -7.7% |
| YTD | -17.1% | +10.2% | -27.3% | -19.1% |
| 1Y | -21.4% | +37.4% | -58.8% | -24.6% |
| 3Y | +5.9% | +153.3% | -147.4% | -6.2% |
| All | +5.9% | +150.2% | -144.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling