+6,642.4%
ABT vs CL
+4,870.0%
+1,772.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.2% |
| 7D | -3.7% | -2.2% | -1.5% | -2.8% |
| 30D | +2.5% | -4.8% | +7.3% | +4.5% |
| 3M | +20.2% | +4.9% | +15.3% | +17.8% |
| 6M | -2.9% | -5.7% | +2.8% | -0.9% |
| YTD | -11.9% | +14.4% | -26.3% | -16.9% |
| 1Y | -16.5% | +8.7% | -25.3% | -19.8% |
| 3Y | +12.1% | +30.0% | -17.9% | -0.3% |
| 5Y | -7.4% | +28.4% | -35.8% | -17.4% |
| 10Y | +210.7% | +50.1% | +160.6% | +158.2% |
| All | +6,642.4% | +4,870.0% | +1,772.5% | +1,186.9% |
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