+4,100.0%
CMG vs ABT
+745.8%
+3,354.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | -3.7% | +0.9% | -1.3% |
| 30D | +7.1% | +2.5% | +4.7% | +6.1% |
| 3M | +31.2% | +20.2% | +11.0% | +20.9% |
| 6M | +0.7% | -2.9% | +3.6% | +1.1% |
| YTD | -0.1% | -11.9% | +11.8% | +4.1% |
| 1Y | -10.7% | -16.5% | +5.8% | -5.0% |
| 3Y | -4.7% | +12.1% | -16.8% | -12.0% |
| 5Y | -3.8% | -7.4% | +3.7% | -4.2% |
| 10Y | +352.5% | +210.7% | +141.8% | +151.5% |
| All | +4,100.0% | +745.8% | +3,354.2% | +1,241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling