-18.0%
CMG vs ABT
+20.8%
-38.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +15.6% | +6.0% | +9.6% | +14.3% |
| 3M | +8.2% | -1.9% | +10.1% | +8.8% |
| 6M | +9.9% | +31.2% | -21.3% | +3.1% |
| YTD | -4.6% | -11.2% | +6.6% | -1.2% |
| 1Y | +12.4% | -14.0% | +26.4% | +17.4% |
| 3Y | -18.0% | +20.7% | -38.6% | -20.9% |
| All | -18.0% | +20.8% | -38.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling