+1,070.9%
ABT vs CSGP
+3,334.4%
-2,263.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -3.7% | -4.1% | +0.4% | -3.2% |
| 30D | +2.5% | +2.3% | +0.2% | +2.1% |
| 3M | +20.2% | -8.2% | +28.4% | +21.1% |
| 6M | -2.9% | -35.1% | +32.1% | +1.4% |
| YTD | -11.9% | -54.0% | +42.1% | -4.9% |
| 1Y | -16.5% | -65.3% | +48.8% | -7.2% |
| 3Y | +12.1% | -62.6% | +74.7% | +22.6% |
| 5Y | -7.4% | -64.8% | +57.4% | +0.9% |
| 10Y | +210.7% | +45.1% | +165.6% | +198.3% |
| All | +1,070.9% | +3,334.4% | -2,263.5% | +761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling