+6,784.1%
ABT vs CP
+7,734.8%
-950.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +3.5% | +2.8% | +0.7% | +2.9% |
| 30D | +12.0% | +10.2% | +1.8% | +9.5% |
| 3M | +2.5% | +2.4% | +0.1% | +1.9% |
| 6M | +29.1% | +7.7% | +21.4% | +26.8% |
| YTD | -10.1% | +26.0% | -36.1% | -15.1% |
| 1Y | -9.8% | +34.6% | -44.5% | -16.2% |
| 3Y | +23.3% | +26.7% | -3.4% | +14.8% |
| 5Y | -2.4% | +24.9% | -27.3% | -9.3% |
| 10Y | +239.4% | +258.6% | -19.2% | +147.2% |
| All | +6,784.1% | +7,734.8% | -950.7% | +2,236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling