-9.9%
ABT vs CNP
+76.4%
-86.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -3.1% | +1.6% | -4.8% | -3.7% |
| 30D | -2.1% | -0.8% | -1.3% | -1.9% |
| 3M | +17.4% | -3.6% | +21.0% | +18.9% |
| 6M | -2.4% | -6.9% | +4.6% | 0.0% |
| YTD | -14.2% | +6.4% | -20.6% | -16.6% |
| 1Y | -18.3% | +9.9% | -28.3% | -21.6% |
| 3Y | +11.5% | +53.1% | -41.6% | -7.1% |
| 5Y | -9.9% | +72.0% | -81.8% | -28.2% |
| All | -9.9% | +76.4% | -86.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling