-7.5%
ABT vs CLF
-47.4%
+39.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -3.7% | +7.6% | -11.3% | -4.0% |
| 30D | +2.5% | -1.2% | +3.7% | +2.5% |
| 3M | +20.2% | -13.4% | +33.6% | +20.8% |
| 6M | -2.9% | +15.4% | -18.3% | -4.2% |
| YTD | -11.9% | -5.9% | -6.1% | -12.3% |
| 1Y | -16.5% | +18.8% | -35.4% | -18.5% |
| 3Y | +12.1% | -19.4% | +31.5% | +10.4% |
| All | -7.5% | -47.4% | +39.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling