-9.8%
ABT vs CSGP
-56.4%
+46.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.4% | -2.5% |
| 7D | +3.5% | +1.3% | +2.3% | +3.4% |
| 30D | +12.0% | +10.7% | +1.3% | +10.2% |
| 3M | +2.5% | +3.3% | -0.8% | +1.5% |
| 6M | +29.1% | -10.3% | +39.4% | +28.3% |
| YTD | -10.1% | -54.6% | +44.5% | -10.7% |
| 1Y | -9.8% | -54.6% | +44.8% | -10.8% |
| All | -9.8% | -56.4% | +46.6% | -10.8% |
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