-7.0%
ABT vs CMS
+23.4%
-30.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.7% | +0.4% | -4.0% | -3.8% |
| 30D | +2.5% | -3.6% | +6.1% | +3.9% |
| 3M | +20.2% | -1.9% | +22.1% | +21.0% |
| 6M | -2.9% | -11.0% | +8.0% | +1.6% |
| YTD | -11.9% | +0.2% | -12.1% | -12.3% |
| 1Y | -16.5% | -1.3% | -15.2% | -16.5% |
| 3Y | +12.1% | +35.9% | -23.8% | -2.6% |
| All | -7.0% | +23.4% | -30.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling