-4.2%
ABT vs CNH
-14.7%
+10.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.6% |
| 7D | +3.5% | -1.7% | +5.2% | +3.7% |
| 30D | +12.0% | -7.2% | +19.3% | +13.0% |
| 3M | +2.5% | +6.5% | -4.1% | +1.2% |
| 6M | +29.1% | +7.9% | +21.2% | +26.9% |
| YTD | -10.1% | +26.6% | -36.7% | -14.1% |
| 1Y | -9.8% | +13.8% | -23.6% | -12.6% |
| 3Y | +23.3% | +9.2% | +14.1% | +17.6% |
| All | -4.2% | -14.7% | +10.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling