+6,642.4%
ABT vs CPB
+325.7%
+6,316.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | -3.7% | -8.6% | +4.9% | -1.1% |
| 30D | +2.5% | -7.2% | +9.7% | +4.6% |
| 3M | +20.2% | +0.9% | +19.3% | +19.3% |
| 6M | -2.9% | -11.8% | +8.9% | 0.0% |
| YTD | -11.9% | -19.4% | +7.5% | -7.0% |
| 1Y | -16.5% | -30.4% | +13.8% | -8.2% |
| 3Y | +12.1% | -40.2% | +52.3% | +27.1% |
| 5Y | -7.4% | -39.5% | +32.1% | +3.0% |
| 10Y | +210.7% | -47.4% | +258.1% | +245.3% |
| All | +6,642.4% | +325.7% | +6,316.7% | +3,074.7% |
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