-11.6%
ABT vs CRS
+1,358.7%
-1,370.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -5.0% | -4.1% | -0.9% | -4.7% |
| 30D | -5.8% | -16.6% | +10.8% | -4.6% |
| 3M | +16.7% | -14.3% | +31.0% | +17.6% |
| 6M | -5.2% | +11.6% | -16.8% | -6.9% |
| YTD | -16.0% | +42.6% | -58.6% | -19.2% |
| 1Y | -18.3% | +81.8% | -100.1% | -23.2% |
| 3Y | +9.2% | +632.1% | -622.8% | -15.3% |
| 5Y | -11.6% | +1,401.6% | -1,413.2% | -38.4% |
| All | -11.6% | +1,358.7% | -1,370.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling