+228.6%
ABT vs CLS
+1,924.3%
-1,695.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.6% | -1.4% |
| 7D | -5.4% | +2.8% | -8.1% | -5.6% |
| 30D | +8.0% | -30.1% | +38.1% | +9.5% |
| 3M | +0.2% | -21.7% | +22.0% | +0.8% |
| 6M | +34.1% | -36.2% | +70.4% | +35.5% |
| YTD | -10.6% | -17.8% | +7.2% | -12.1% |
| 1Y | -11.8% | -26.8% | +15.0% | -12.9% |
| 3Y | +23.9% | +853.4% | -829.5% | -13.1% |
| 5Y | -5.1% | +2,005.0% | -2,010.2% | -42.6% |
| 10Y | +228.6% | +1,929.4% | -1,700.8% | +74.3% |
| All | +228.6% | +1,924.3% | -1,695.7% | +74.3% |
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