+1.4%
CRM vs ABT
-19.6%
+21.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | -4.4% | -5.9% | +1.4% | -3.9% |
| 30D | +28.1% | -8.1% | +36.2% | +28.8% |
| 3M | +48.8% | +14.5% | +34.3% | +46.7% |
| 6M | +28.3% | -6.3% | +34.5% | +22.2% |
| YTD | -6.0% | -17.1% | +11.1% | -11.0% |
| 1Y | +1.4% | -21.4% | +22.8% | -4.2% |
| All | +1.4% | -19.6% | +21.0% | -4.2% |
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 · 6 months rolling