+22.3%
ABBV vs CLF
+7.9%
+14.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -4.3% | +6.5% | -10.8% | -4.2% |
| 30D | +1.1% | +0.2% | +0.9% | +1.1% |
| 3M | +12.3% | -3.1% | +15.4% | +12.2% |
| 6M | +9.8% | +25.0% | -15.2% | +9.8% |
| YTD | +11.5% | -7.5% | +18.9% | +11.0% |
| 1Y | +22.3% | +11.5% | +10.7% | +23.4% |
| All | +22.3% | +7.9% | +14.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling