+85.2%
ABBV vs CLS
+1,316.2%
-1,231.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.6% | -8.6% | -2.9% |
| 7D | -4.3% | +12.8% | -17.1% | -4.1% |
| 30D | +1.1% | +3.8% | -2.7% | +1.2% |
| 3M | +12.3% | -14.6% | +26.9% | +12.3% |
| 6M | +9.8% | +32.2% | -22.5% | +9.8% |
| YTD | +11.5% | +11.6% | -0.2% | +11.4% |
| 1Y | +22.3% | +35.1% | -12.8% | +22.4% |
| 3Y | +85.2% | +1,312.5% | -1,227.4% | +79.9% |
| All | +85.2% | +1,316.2% | -1,231.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling