-14.7%
ABT vs CSGP
-55.9%
+41.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.6% | -6.1% | +0.5% | -4.7% |
| 30D | +5.2% | +0.3% | +4.8% | +4.9% |
| 3M | -2.7% | -1.3% | -1.4% | -2.9% |
| 6M | +28.8% | -8.9% | +37.8% | +28.1% |
| YTD | -12.3% | -55.2% | +43.0% | -13.4% |
| 1Y | -14.7% | -56.4% | +41.7% | -15.3% |
| All | -14.7% | -55.9% | +41.2% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling