+232.1%
ABT vs CSGP
+65.7%
+166.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +1.0% | -3.2% | +4.1% | +1.8% |
| 30D | +11.6% | +2.2% | +9.4% | +10.4% |
| 3M | +2.3% | -3.7% | +6.0% | +2.3% |
| 6M | +32.7% | -7.4% | +40.2% | +33.5% |
| YTD | -9.6% | -54.9% | +45.2% | +7.6% |
| 1Y | -10.1% | -54.9% | +44.8% | +6.9% |
| 3Y | +25.2% | -61.9% | +87.1% | +51.7% |
| 5Y | -4.5% | -63.1% | +58.6% | +13.5% |
| All | +232.1% | +65.7% | +166.4% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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