+6,449.5%
ABT vs CRS
+9,806.3%
-3,356.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | -3.1% | -18.1% | +15.0% | -0.9% |
| 3M | +16.1% | -12.4% | +28.6% | +17.5% |
| 6M | -5.3% | +15.9% | -21.3% | -7.8% |
| YTD | -14.4% | +45.8% | -60.3% | -19.1% |
| 1Y | -18.4% | +87.8% | -106.2% | -25.6% |
| 3Y | +11.2% | +648.7% | -637.5% | -17.1% |
| 5Y | -9.4% | +1,416.6% | -1,426.0% | -39.7% |
| 10Y | +209.7% | +1,412.7% | -1,202.9% | +91.6% |
| All | +6,449.5% | +9,806.3% | -3,356.8% | +2,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling