+737.0%
ABT vs CNC
+5,287.0%
-4,549.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.7% | -4.9% | +0.1% | -4.1% |
| 30D | -3.1% | -3.8% | +0.6% | -2.6% |
| 3M | +16.1% | -3.2% | +19.4% | +16.3% |
| 6M | -5.3% | +47.9% | -53.2% | -11.5% |
| YTD | -14.4% | +55.7% | -70.1% | -20.8% |
| 1Y | -18.4% | +106.2% | -124.7% | -28.0% |
| 3Y | +11.2% | -2.1% | +13.3% | +6.4% |
| 5Y | -9.4% | +3.4% | -12.8% | -14.8% |
| 10Y | +209.7% | +91.7% | +118.1% | +164.6% |
| All | +737.0% | +5,287.0% | -4,549.9% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling