-10.0%
ABT vs CMS
-1.1%
-9.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +11.6% | +7.1% | +4.6% | +9.2% |
| 3M | +3.1% | -1.3% | +4.4% | +3.7% |
| 6M | +32.8% | -2.7% | +35.5% | +34.6% |
| YTD | -9.6% | +2.6% | -12.2% | -11.4% |
| All | -10.0% | -1.1% | -9.0% | -8.8% |
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