+6,820.5%
ABT vs CPB
+361.0%
+6,459.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +0.3% | +3.3% | -2.9% | -0.6% |
| 30D | +11.6% | +19.0% | -7.4% | +5.8% |
| 3M | +3.1% | +0.4% | +2.7% | +2.6% |
| 6M | +32.8% | +13.0% | +19.8% | +27.1% |
| YTD | -9.6% | -12.7% | +3.1% | -7.1% |
| 1Y | -10.4% | -20.9% | +10.5% | -5.2% |
| 3Y | +25.8% | -35.4% | +61.2% | +39.2% |
| 5Y | -3.4% | -32.3% | +28.8% | +3.6% |
| 10Y | +232.9% | -40.5% | +273.4% | +255.2% |
| All | +6,820.5% | +361.0% | +6,459.5% | +3,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling