+6,784.1%
ABT vs CL
+5,337.0%
+1,447.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | +12.0% | +11.4% | +0.7% | +7.3% |
| 3M | +2.5% | +4.4% | -2.0% | +0.7% |
| 6M | +29.1% | +10.8% | +18.3% | +23.7% |
| YTD | -10.1% | +25.1% | -35.2% | -18.2% |
| 1Y | -9.8% | +28.0% | -37.8% | -18.7% |
| 3Y | +23.3% | +37.6% | -14.4% | +7.2% |
| 5Y | -2.4% | +39.7% | -42.1% | -15.8% |
| 10Y | +239.4% | +75.8% | +163.6% | +165.6% |
| All | +6,784.1% | +5,337.0% | +1,447.2% | +1,167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling