+322.0%
CMG vs ABT
+201.3%
+120.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -2.1% | -5.9% | +3.8% | 0.0% |
| 30D | +10.9% | -8.1% | +19.0% | +14.3% |
| 3M | +15.8% | +14.5% | +1.3% | +9.7% |
| 6M | +6.9% | -6.3% | +13.2% | +8.9% |
| YTD | -2.2% | -17.1% | +15.0% | +3.9% |
| 1Y | -7.1% | -21.4% | +14.3% | +0.6% |
| 3Y | -7.1% | +5.9% | -13.1% | -11.7% |
| 5Y | -4.8% | -12.8% | +8.0% | -3.1% |
| All | +322.0% | +201.3% | +120.7% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling