-70.5%
CBRS vs ABT
+39.0%
-109.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.6% | -11.7% | -1.7% |
| 7D | -18.4% | +12.5% | -30.9% | -10.2% |
| 30D | -49.4% | +16.1% | -65.5% | -42.9% |
| 3M | -59.6% | +10.2% | -69.8% | -56.4% |
| All | -70.5% | +39.0% | -109.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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 · Available span rolling