+230.2%
ABT vs CSGP
+61.2%
+169.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.6% | -6.1% | +0.5% | -4.1% |
| 30D | +5.2% | +0.3% | +4.8% | +4.5% |
| 3M | -2.7% | -1.3% | -1.4% | -3.4% |
| 6M | +28.8% | -8.9% | +37.8% | +30.1% |
| YTD | -12.3% | -55.2% | +43.0% | +4.8% |
| 1Y | -14.7% | -56.4% | +41.7% | +2.5% |
| 3Y | +21.6% | -62.2% | +83.8% | +47.7% |
| 5Y | -7.8% | -63.7% | +55.9% | +10.3% |
| All | +230.2% | +61.2% | +169.0% | +153.3% |
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