-14.7%
ABT vs CMS
-4.6%
-10.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.1% |
| 30D | +5.2% | +5.3% | -0.1% | +3.5% |
| 3M | -2.7% | -0.3% | -2.4% | -2.5% |
| 6M | +28.8% | -4.0% | +32.9% | +31.3% |
| YTD | -12.3% | +2.1% | -14.4% | -13.8% |
| 1Y | -14.7% | -4.7% | -10.0% | -13.1% |
| All | -14.7% | -4.6% | -10.1% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling