-11.3%
ABT vs CMI
+164.8%
-176.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -5.9% | -0.7% | -5.2% | -5.8% |
| 30D | -8.1% | -12.4% | +4.3% | -6.7% |
| 3M | +14.5% | -14.8% | +29.3% | +16.1% |
| 6M | -6.3% | +0.8% | -7.1% | -8.1% |
| YTD | -17.1% | +10.2% | -27.3% | -20.3% |
| 1Y | -21.4% | +37.4% | -58.8% | -27.6% |
| 3Y | +5.9% | +153.3% | -147.4% | -17.6% |
| All | -11.3% | +164.8% | -176.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling