+197.1%
ABT vs CRS
+1,392.1%
-1,194.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -5.9% | -6.8% | +0.9% | -5.2% |
| 30D | -8.1% | -16.1% | +8.1% | -6.4% |
| 3M | +14.5% | -21.2% | +35.7% | +17.1% |
| 6M | -6.3% | +8.7% | -15.0% | -8.0% |
| YTD | -17.1% | +41.0% | -58.1% | -21.1% |
| 1Y | -21.4% | +82.7% | -104.0% | -27.8% |
| 3Y | +5.9% | +604.8% | -598.9% | -20.6% |
| 5Y | -12.8% | +1,384.7% | -1,397.5% | -42.5% |
| All | +197.1% | +1,392.1% | -1,194.9% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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