+201.2%
ABT vs CLS
+2,968.1%
-2,766.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.6% |
| 7D | -5.0% | +5.0% | -10.0% | -5.2% |
| 30D | -5.8% | +4.8% | -10.6% | -6.2% |
| 3M | +16.7% | -10.4% | +27.1% | +16.8% |
| 6M | -5.2% | +20.8% | -26.1% | -8.1% |
| YTD | -16.0% | +10.0% | -26.0% | -18.2% |
| 1Y | -18.3% | +28.5% | -46.8% | -22.1% |
| 3Y | +9.2% | +1,292.2% | -1,283.0% | -25.3% |
| 5Y | -11.6% | +3,616.8% | -3,628.4% | -49.2% |
| All | +201.2% | +2,968.1% | -2,766.9% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling