-18.3%
ABT vs CP
+19.5%
-37.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.1% | +2.4% | -5.6% | -3.8% |
| 30D | -2.1% | -0.5% | -1.6% | -2.0% |
| 3M | +17.4% | +1.4% | +16.0% | +16.9% |
| 6M | -2.4% | +10.3% | -12.7% | -4.5% |
| YTD | -14.2% | +24.3% | -38.5% | -16.7% |
| 1Y | -18.3% | +20.4% | -38.8% | -20.5% |
| All | -18.3% | +19.5% | -37.8% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling