+1,156.2%
ABBV vs CLF
-65.0%
+1,221.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +0.4% | +7.6% | -7.2% | -0.1% |
| 30D | +4.2% | -1.2% | +5.4% | +4.2% |
| 3M | +14.8% | -13.4% | +28.2% | +15.4% |
| 6M | +10.3% | +15.4% | -5.2% | +8.7% |
| YTD | +14.9% | -5.9% | +20.8% | +14.2% |
| 1Y | +24.1% | +18.8% | +5.3% | +20.9% |
| 3Y | +91.9% | -19.4% | +111.3% | +87.6% |
| 5Y | +176.0% | -47.7% | +223.8% | +172.1% |
| 10Y | +502.9% | +130.4% | +372.6% | +409.9% |
| All | +1,156.2% | -65.0% | +1,221.2% | +967.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling