+204.4%
ABT vs CMS
+117.1%
+87.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -3.1% | +1.2% | -4.4% | -3.7% |
| 30D | -2.1% | -3.2% | +1.0% | -0.8% |
| 3M | +17.4% | -2.2% | +19.6% | +18.5% |
| 6M | -2.4% | -9.4% | +7.0% | +1.7% |
| YTD | -14.2% | +0.7% | -14.9% | -14.8% |
| 1Y | -18.3% | +0.4% | -18.7% | -18.9% |
| 3Y | +11.5% | +35.2% | -23.7% | -4.4% |
| 5Y | -9.9% | +24.1% | -34.0% | -20.5% |
| 10Y | +204.4% | +115.8% | +88.6% | +124.5% |
| All | +204.4% | +117.1% | +87.3% | +124.5% |
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