-7.0%
ABT vs CSGP
-64.7%
+57.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.7% | -4.1% | +0.4% | -2.9% |
| 30D | +2.5% | +2.3% | +0.2% | +1.8% |
| 3M | +20.2% | -8.2% | +28.4% | +21.4% |
| 6M | -2.9% | -35.1% | +32.1% | +4.0% |
| YTD | -11.9% | -54.0% | +42.1% | -0.2% |
| 1Y | -16.5% | -65.3% | +48.8% | 0.0% |
| 3Y | +12.1% | -62.6% | +74.7% | +29.7% |
| All | -7.0% | -64.7% | +57.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling