-0.8%
CRM vs ABT
-13.3%
+12.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -4.4% | -5.9% | +1.4% | -2.1% |
| 30D | +28.1% | -8.1% | +36.2% | +32.1% |
| 3M | +48.8% | +14.5% | +34.3% | +40.2% |
| 6M | +28.3% | -6.3% | +34.5% | +30.6% |
| YTD | -6.0% | -17.1% | +11.1% | +0.6% |
| 1Y | +1.4% | -21.4% | +22.8% | +11.0% |
| 3Y | +11.8% | +5.9% | +5.9% | -0.2% |
| All | -0.8% | -13.3% | +12.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling