+234.1%
ABT vs CMS
+140.2%
+93.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | -1.3% | +1.7% | -3.0% | -2.0% |
| 30D | +6.0% | +6.2% | -0.1% | +3.2% |
| 3M | -1.9% | +0.6% | -2.5% | -2.2% |
| 6M | +31.2% | -1.8% | +32.9% | +31.9% |
| YTD | -11.2% | +3.8% | -15.1% | -13.1% |
| 1Y | -14.0% | -1.8% | -12.2% | -13.6% |
| 3Y | +20.7% | +39.8% | -19.2% | +2.0% |
| 5Y | -6.7% | +37.1% | -43.8% | -21.4% |
| All | +234.1% | +140.2% | +93.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling