+6,642.4%
ABT vs CNP
+1,826.3%
+4,816.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +2.5% | -1.8% | +4.3% | +2.8% |
| 3M | +20.2% | -4.6% | +24.8% | +21.3% |
| 6M | -2.9% | -8.8% | +5.9% | -1.2% |
| YTD | -11.9% | +5.2% | -17.2% | -13.0% |
| 1Y | -16.5% | +8.3% | -24.9% | -18.1% |
| 3Y | +12.1% | +54.9% | -42.8% | +1.8% |
| 5Y | -7.4% | +73.5% | -80.9% | -17.9% |
| 10Y | +210.7% | +139.1% | +71.6% | +150.7% |
| All | +6,642.4% | +1,826.3% | +4,816.1% | +2,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling