-4.2%
ABT vs CLF
-51.2%
+47.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +3.5% | -19.6% | +23.1% | +4.4% |
| 30D | +12.0% | -5.0% | +17.0% | +12.0% |
| 3M | +2.5% | -6.3% | +8.7% | +2.4% |
| 6M | +29.1% | +2.8% | +26.3% | +28.0% |
| YTD | -10.1% | -13.7% | +3.6% | -10.4% |
| 1Y | -9.8% | +13.6% | -23.4% | -11.6% |
| 3Y | +23.3% | -34.0% | +57.2% | +23.5% |
| All | -4.2% | -51.2% | +47.0% | -5.5% |
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