-16.5%
ABT vs CLS
+47.9%
-64.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.7% | +4.6% | -8.3% | -3.3% |
| 30D | +2.5% | -13.9% | +16.4% | +1.8% |
| 3M | +20.2% | -26.6% | +46.8% | +19.7% |
| 6M | -2.9% | +15.4% | -18.3% | -3.6% |
| YTD | -11.9% | +5.7% | -17.6% | -12.6% |
| 1Y | -16.5% | +41.1% | -57.7% | -14.7% |
| All | -16.5% | +47.9% | -64.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling