+232.9%
ABT vs CSGP
+72.5%
+160.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +11.6% | +5.3% | +6.3% | +9.6% |
| 3M | +3.1% | +3.3% | -0.2% | +1.3% |
| 6M | +32.8% | -4.7% | +37.5% | +32.6% |
| YTD | -9.6% | -53.5% | +43.9% | +6.9% |
| 1Y | -10.4% | -53.7% | +43.4% | +5.9% |
| 3Y | +25.8% | -59.7% | +85.6% | +50.1% |
| 5Y | -3.4% | -62.5% | +59.0% | +14.5% |
| 10Y | +232.9% | +67.3% | +165.6% | +165.7% |
| All | +232.9% | +72.5% | +160.3% | +165.7% |
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