+209.7%
ABT vs CNH
+157.1%
+52.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -4.7% | +1.8% | -6.6% | -5.1% |
| 30D | -3.1% | +32.6% | -35.8% | -8.2% |
| 3M | +16.1% | +29.4% | -13.3% | +10.2% |
| 6M | -5.3% | +26.0% | -31.3% | -10.2% |
| YTD | -14.4% | +52.2% | -66.7% | -22.0% |
| 1Y | -18.4% | +23.9% | -42.3% | -22.8% |
| 3Y | +11.2% | +10.1% | +1.1% | +5.4% |
| 5Y | -9.4% | +13.2% | -22.5% | -16.7% |
| 10Y | +209.7% | +160.7% | +49.1% | +117.9% |
| All | +209.7% | +157.1% | +52.6% | +117.9% |
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