+1,156.2%
ABBV vs CLS
+3,649.7%
-2,493.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +0.4% | +4.6% | -4.2% | 0.0% |
| 30D | +4.2% | -13.9% | +18.1% | +5.1% |
| 3M | +14.8% | -26.6% | +41.4% | +16.7% |
| 6M | +10.3% | +15.4% | -5.1% | +6.9% |
| YTD | +14.9% | +5.7% | +9.2% | +11.8% |
| 1Y | +24.1% | +41.1% | -17.0% | +16.3% |
| 3Y | +91.9% | +1,228.6% | -1,136.6% | +28.0% |
| 5Y | +176.0% | +3,240.6% | -3,064.6% | +54.1% |
| 10Y | +502.9% | +2,760.3% | -2,257.4% | +210.7% |
| All | +1,156.2% | +3,649.7% | -2,493.5% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling