+27.4%
ABT vs CSGP
-58.5%
+85.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | +8.6% | +13.9% | -5.3% | +6.7% |
| 30D | +16.4% | +16.0% | +0.4% | +13.7% |
| 3M | +8.1% | +6.1% | +2.0% | +6.7% |
| 6M | +32.1% | -8.2% | +40.2% | +31.9% |
| YTD | -7.1% | -52.3% | +45.3% | -1.3% |
| 1Y | -6.5% | -54.5% | +48.0% | -0.1% |
| All | +27.4% | -58.5% | +85.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling