+232.9%
ABT vs CMS
+127.7%
+105.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +11.6% | +7.1% | +4.6% | +8.3% |
| 3M | +3.1% | -1.3% | +4.4% | +3.6% |
| 6M | +32.8% | -2.7% | +35.5% | +34.1% |
| YTD | -9.6% | +2.6% | -12.2% | -11.1% |
| 1Y | -10.4% | -2.0% | -8.4% | -10.0% |
| 3Y | +25.8% | +39.6% | -13.8% | +6.4% |
| 5Y | -3.4% | +35.3% | -38.8% | -18.2% |
| 10Y | +232.9% | +132.3% | +100.5% | +145.3% |
| All | +232.9% | +127.7% | +105.1% | +145.3% |
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