+331.8%
ABT vs CNH
+40.2%
+291.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.3% | +0.7% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | +11.6% | +7.6% | +3.9% | +9.9% |
| 3M | +2.3% | +17.0% | -14.7% | -1.2% |
| 6M | +32.7% | +12.9% | +19.8% | +28.3% |
| YTD | -9.6% | +34.3% | -43.9% | -16.0% |
| 1Y | -10.1% | +28.5% | -38.6% | -15.8% |
| 3Y | +25.2% | +31.9% | -6.7% | +13.5% |
| 5Y | -4.5% | -9.6% | +5.1% | -8.3% |
| 10Y | +228.3% | +106.3% | +122.0% | +147.4% |
| All | +331.8% | +40.2% | +291.6% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling