+228.3%
ABT vs CLF
+82.3%
+146.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.4% |
| 7D | +1.0% | -9.1% | +10.0% | +1.5% |
| 30D | +11.6% | -0.9% | +12.5% | +11.3% |
| 3M | +2.3% | +3.0% | -0.6% | +1.6% |
| 6M | +32.7% | +16.7% | +16.1% | +30.0% |
| YTD | -9.6% | -3.2% | -6.5% | -10.8% |
| 1Y | -10.1% | +24.6% | -34.7% | -13.1% |
| 3Y | +25.2% | -22.3% | +47.5% | +22.1% |
| 5Y | -4.5% | -41.2% | +36.7% | -6.6% |
| 10Y | +228.3% | +83.5% | +144.8% | +168.4% |
| All | +228.3% | +82.3% | +146.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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