+197.1%
ABT vs CNC
+99.9%
+97.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.7% |
| 30D | -8.1% | -1.0% | -7.1% | -8.0% |
| 3M | +14.5% | +4.5% | +10.0% | +12.9% |
| 6M | -6.3% | +85.2% | -91.5% | -18.9% |
| YTD | -17.1% | +61.4% | -78.5% | -26.6% |
| 1Y | -21.4% | +94.9% | -116.3% | -33.8% |
| 3Y | +5.9% | 0.0% | +5.9% | -0.9% |
| 5Y | -12.8% | +11.2% | -24.0% | -22.7% |
| All | +197.1% | +99.9% | +97.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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