+11.5%
ABT vs CLS
+1,316.2%
-1,304.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -2.4% |
| 7D | -3.1% | +12.8% | -15.9% | -2.7% |
| 30D | -2.1% | +3.8% | -5.9% | -1.9% |
| 3M | +17.4% | -14.6% | +32.1% | +17.5% |
| 6M | -2.4% | +32.2% | -34.6% | -2.1% |
| YTD | -14.2% | +11.6% | -25.8% | -14.1% |
| 1Y | -18.3% | +35.1% | -53.4% | -17.8% |
| 3Y | +11.5% | +1,312.5% | -1,301.0% | +5.7% |
| All | +11.5% | +1,316.2% | -1,304.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling