+6,642.4%
ABT vs CMS
+457.8%
+6,184.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.7% | +0.4% | -4.0% | -3.8% |
| 30D | +2.5% | -3.6% | +6.1% | +3.4% |
| 3M | +20.2% | -1.9% | +22.1% | +20.7% |
| 6M | -2.9% | -11.0% | +8.0% | -0.2% |
| YTD | -11.9% | +0.2% | -12.1% | -12.1% |
| 1Y | -16.5% | -1.3% | -15.2% | -16.4% |
| 3Y | +12.1% | +35.9% | -23.8% | +3.3% |
| 5Y | -7.4% | +23.1% | -30.5% | -12.9% |
| 10Y | +210.7% | +117.9% | +92.8% | +156.1% |
| All | +6,642.4% | +457.8% | +6,184.6% | +4,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling