+228.3%
ABT vs CP
+255.2%
-26.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +1.0% | +2.8% | -1.8% | 0.0% |
| 30D | +11.6% | +11.0% | +0.5% | +7.3% |
| 3M | +2.3% | +3.8% | -1.5% | +0.8% |
| 6M | +32.7% | +9.5% | +23.3% | +28.2% |
| YTD | -9.6% | +28.2% | -37.8% | -18.1% |
| 1Y | -10.1% | +33.0% | -43.0% | -19.7% |
| 3Y | +25.2% | +35.5% | -10.3% | +7.9% |
| 5Y | -4.5% | +25.8% | -30.3% | -16.6% |
| 10Y | +228.3% | +250.7% | -22.4% | +88.8% |
| All | +228.3% | +255.2% | -26.9% | +88.8% |
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