+22.9%
ABBV vs CLS
+36.7%
-13.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | -4.1% | +20.1% | -24.2% | -3.6% |
| 30D | +1.2% | +6.0% | -4.9% | +1.4% |
| 3M | +12.1% | -10.3% | +22.4% | +12.2% |
| 6M | +12.0% | +24.5% | -12.5% | +11.5% |
| YTD | +12.4% | +12.9% | -0.4% | +11.9% |
| 1Y | +22.9% | +36.7% | -13.7% | +23.1% |
| All | +22.9% | +36.7% | -13.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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