+209.7%
ABT vs CPB
-44.2%
+254.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | -4.7% | -8.0% | +3.2% | -3.2% |
| 30D | -3.1% | -2.4% | -0.7% | -2.7% |
| 3M | +16.1% | +0.5% | +15.6% | +15.7% |
| 6M | -5.3% | -10.5% | +5.1% | -3.7% |
| YTD | -14.4% | -17.5% | +3.1% | -11.7% |
| 1Y | -18.4% | -31.0% | +12.6% | -12.8% |
| 3Y | +11.2% | -40.6% | +51.8% | +21.4% |
| 5Y | -9.4% | -37.7% | +28.4% | -3.0% |
| 10Y | +209.7% | -43.4% | +253.2% | +233.7% |
| All | +209.7% | -44.2% | +254.0% | +233.7% |
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