+209.7%
ABT vs CP
+224.3%
-14.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.7% | +0.6% | -5.3% | -5.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | +16.1% | +0.1% | +16.1% | +16.1% |
| 6M | -5.3% | +7.8% | -13.1% | -8.2% |
| YTD | -14.4% | +22.9% | -37.3% | -21.2% |
| 1Y | -18.4% | +21.3% | -39.7% | -24.6% |
| 3Y | +11.2% | +20.4% | -9.2% | +0.4% |
| 5Y | -9.4% | +34.9% | -44.3% | -23.5% |
| 10Y | +209.7% | +233.3% | -23.6% | +75.4% |
| All | +209.7% | +224.3% | -14.6% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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