+232.9%
ABT vs CSGP
+63.3%
+169.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.4% | -2.1% |
| 7D | +3.5% | +1.3% | +2.3% | +3.2% |
| 30D | +12.0% | +10.7% | +1.3% | +8.5% |
| 3M | +2.5% | +3.3% | -0.8% | +0.6% |
| 6M | +29.1% | -10.3% | +39.4% | +30.8% |
| YTD | -10.1% | -54.6% | +44.5% | +6.9% |
| 1Y | -9.8% | -54.6% | +44.8% | +7.1% |
| 3Y | +23.3% | -60.3% | +83.6% | +47.5% |
| 5Y | -2.4% | -63.3% | +60.9% | +16.4% |
| All | +232.9% | +63.3% | +169.5% | +166.4% |
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