+497.0%
ABBV vs CLF
+116.4%
+380.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -4.1% | -2.7% | -1.5% | -4.0% |
| 30D | +1.2% | -3.2% | +4.4% | +1.3% |
| 3M | +12.1% | -5.0% | +17.1% | +12.1% |
| 6M | +12.0% | +26.6% | -14.6% | +9.5% |
| YTD | +12.4% | -9.0% | +21.4% | +11.9% |
| 1Y | +22.9% | +11.8% | +11.1% | +19.7% |
| 3Y | +86.8% | -15.1% | +101.9% | +80.9% |
| 5Y | +181.0% | -48.2% | +229.2% | +176.3% |
| 10Y | +497.0% | +127.6% | +369.4% | +362.4% |
| All | +497.0% | +116.4% | +380.6% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling