+209.7%
ABT vs CLF
+116.4%
+93.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -4.7% | -2.7% | -2.1% | -4.6% |
| 30D | -3.1% | -3.2% | +0.1% | -3.0% |
| 3M | +16.1% | -5.0% | +21.1% | +16.1% |
| 6M | -5.3% | +26.6% | -31.9% | -7.7% |
| YTD | -14.4% | -9.0% | -5.5% | -14.9% |
| 1Y | -18.4% | +11.8% | -30.2% | -20.6% |
| 3Y | +11.2% | -15.1% | +26.3% | +7.6% |
| 5Y | -9.4% | -48.2% | +38.8% | -10.3% |
| 10Y | +209.7% | +127.6% | +82.2% | +145.6% |
| All | +209.7% | +116.4% | +93.3% | +145.6% |
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