+234.1%
ABT vs CNH
+106.0%
+128.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | +3.0% | -4.3% | -1.9% |
| 30D | +6.0% | -0.6% | +6.6% | +5.9% |
| 3M | -1.9% | +14.6% | -16.5% | -4.9% |
| 6M | +31.2% | +11.8% | +19.4% | +27.1% |
| YTD | -11.2% | +30.4% | -41.7% | -17.1% |
| 1Y | -14.0% | +19.1% | -33.0% | -18.3% |
| 3Y | +20.7% | +30.2% | -9.5% | +9.3% |
| 5Y | -6.7% | -17.8% | +11.1% | -8.5% |
| All | +234.1% | +106.0% | +128.1% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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