+6,449.5%
ABT vs CMI
+19,556.0%
-13,106.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -3.1% | -12.3% | +9.2% | -1.1% |
| 3M | +16.1% | -16.8% | +32.9% | +19.1% |
| 6M | -5.3% | +1.5% | -6.9% | -6.5% |
| YTD | -14.4% | +9.8% | -24.2% | -16.8% |
| 1Y | -18.4% | +42.6% | -61.0% | -24.2% |
| 3Y | +11.2% | +151.0% | -139.8% | -7.2% |
| 5Y | -9.4% | +167.0% | -176.4% | -25.7% |
| 10Y | +209.7% | +512.2% | -302.4% | +119.9% |
| All | +6,449.5% | +19,556.0% | -13,106.5% | +2,284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling