+209.7%
ABT vs CNP
+132.2%
+77.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -5.0% |
| 30D | -3.1% | -0.1% | -3.1% | -3.2% |
| 3M | +16.1% | -5.6% | +21.8% | +18.2% |
| 6M | -5.3% | -7.5% | +2.2% | -3.2% |
| YTD | -14.4% | +5.5% | -19.9% | -16.2% |
| 1Y | -18.4% | +8.3% | -26.8% | -20.8% |
| 3Y | +11.2% | +51.8% | -40.6% | -4.1% |
| 5Y | -9.4% | +69.9% | -79.3% | -24.8% |
| 10Y | +209.7% | +139.9% | +69.8% | +109.7% |
| All | +209.7% | +132.2% | +77.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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