+22.8%
ABT vs CLS
+777.7%
-754.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | +1.0% | -13.9% | +14.8% | +0.4% |
| 30D | +11.6% | -38.2% | +49.8% | +9.7% |
| 3M | +2.3% | -28.8% | +31.2% | +1.3% |
| 6M | +32.7% | -40.4% | +73.1% | +31.1% |
| YTD | -9.6% | -24.3% | +14.6% | -10.6% |
| 1Y | -10.1% | -35.0% | +25.0% | -11.2% |
| All | +22.8% | +777.7% | -754.8% | +22.3% |
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 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