+4.7%
CMG vs ABT
-2.3%
+7.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -1.5% | -3.1% | +1.7% | -1.0% |
| 30D | +12.7% | -2.1% | +14.8% | +13.3% |
| 3M | +26.3% | +17.4% | +8.8% | +23.6% |
| All | +4.7% | -2.3% | +7.0% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling