+1,135.4%
ABT vs CSGP
+3,461.1%
-2,325.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | +8.6% | +13.9% | -5.3% | +7.1% |
| 30D | +16.4% | +16.0% | +0.4% | +14.3% |
| 3M | +8.1% | +6.1% | +2.0% | +7.0% |
| 6M | +32.1% | -8.2% | +40.2% | +32.6% |
| YTD | -7.1% | -52.3% | +45.3% | -0.3% |
| 1Y | -6.5% | -54.5% | +48.0% | +0.7% |
| 3Y | +26.2% | -58.6% | +84.8% | +36.3% |
| 5Y | +0.9% | -61.5% | +62.4% | +8.7% |
| 10Y | +250.7% | +74.7% | +176.1% | +230.7% |
| All | +1,135.4% | +3,461.1% | -2,325.7% | +802.5% |
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