-5.9%
ABT vs CLS
-28.7%
+22.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.1% | +14.6% | +4.8% |
| 7D | +12.5% | -21.1% | +33.7% | +10.7% |
| 30D | +16.1% | -38.2% | +54.3% | +12.8% |
| 3M | +10.2% | -36.3% | +46.5% | +7.8% |
| 6M | +33.7% | -43.8% | +77.5% | +31.3% |
| YTD | -5.5% | -20.0% | +14.5% | -8.6% |
| 1Y | -5.9% | -29.6% | +23.7% | -9.4% |
| All | -5.9% | -28.7% | +22.8% | -9.4% |
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