+228.3%
ABT vs CL
+78.1%
+150.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.0% | +2.6% | -1.6% | -0.3% |
| 30D | +11.6% | +11.8% | -0.2% | +5.2% |
| 3M | +2.3% | +5.9% | -3.6% | -0.8% |
| 6M | +32.7% | +13.3% | +19.4% | +24.0% |
| YTD | -9.6% | +27.1% | -36.8% | -21.1% |
| 1Y | -10.1% | +28.0% | -38.1% | -21.8% |
| 3Y | +25.2% | +39.4% | -14.2% | +2.1% |
| 5Y | -4.5% | +40.8% | -45.3% | -23.1% |
| 10Y | +228.3% | +84.9% | +143.4% | +131.4% |
| All | +228.3% | +78.1% | +150.2% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling