+228.6%
ABT vs CNP
+142.1%
+86.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +8.0% | +5.0% | +2.9% | +6.2% |
| 3M | +0.2% | +2.7% | -2.4% | -0.9% |
| 6M | +34.1% | -1.9% | +36.0% | +34.5% |
| YTD | -10.6% | +8.8% | -19.4% | -13.4% |
| 1Y | -11.8% | +5.6% | -17.5% | -13.8% |
| 3Y | +23.9% | +63.2% | -39.3% | +4.3% |
| 5Y | -5.1% | +73.8% | -78.9% | -21.9% |
| 10Y | +228.6% | +144.0% | +84.6% | +126.8% |
| All | +228.6% | +142.1% | +86.5% | +126.8% |
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