+1,351.1%
ABBV vs CLS
+2,949.6%
-1,598.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.5% |
| 7D | +2.2% | +23.5% | -21.4% | +0.7% |
| 30D | +8.0% | -28.9% | +36.9% | +10.1% |
| 3M | +19.1% | -25.2% | +44.3% | +20.6% |
| 6M | +43.5% | -32.1% | +75.6% | +45.0% |
| YTD | +32.7% | -14.1% | +46.8% | +30.2% |
| 1Y | +30.0% | -24.1% | +54.1% | +28.4% |
| 3Y | +134.7% | +897.0% | -762.2% | +60.2% |
| 5Y | +200.6% | +2,089.9% | -1,889.3% | +76.5% |
| 10Y | +601.3% | +2,022.2% | -1,420.9% | +271.6% |
| All | +1,351.1% | +2,949.6% | -1,598.5% | +590.7% |
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