+234.1%
ABT vs CPB
-38.9%
+273.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | +6.0% | +19.2% | -13.2% | +2.3% |
| 3M | -1.9% | -0.9% | -0.9% | -1.9% |
| 6M | +31.2% | +15.2% | +15.9% | +27.0% |
| YTD | -11.2% | -13.1% | +1.8% | -9.5% |
| 1Y | -14.0% | -22.4% | +8.5% | -10.3% |
| 3Y | +20.7% | -35.3% | +56.0% | +29.3% |
| 5Y | -6.7% | -33.0% | +26.3% | -1.6% |
| All | +234.1% | -38.9% | +273.0% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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