+7.4%
ABT vs CNC
-0.4%
+7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -5.0% | -3.9% | -1.1% | -4.7% |
| 30D | -5.8% | +0.8% | -6.6% | -5.9% |
| 3M | +16.7% | +0.1% | +16.6% | +16.5% |
| 6M | -5.2% | +79.7% | -84.9% | -10.0% |
| YTD | -16.0% | +58.9% | -74.9% | -19.6% |
| 1Y | -18.3% | +109.1% | -127.4% | -23.7% |
| All | +7.4% | -0.4% | +7.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling