-9.4%
ABT vs CLS
+3,586.2%
-3,595.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -4.7% | +20.1% | -24.8% | -4.9% |
| 30D | -3.1% | +6.0% | -9.2% | -3.2% |
| 3M | +16.1% | -10.3% | +26.4% | +16.3% |
| 6M | -5.3% | +24.5% | -29.8% | -6.6% |
| YTD | -14.4% | +12.9% | -27.3% | -15.5% |
| 1Y | -18.4% | +36.7% | -55.1% | -20.3% |
| 3Y | +11.2% | +1,328.1% | -1,316.9% | -14.7% |
| 5Y | -9.4% | +3,682.3% | -3,691.7% | -41.0% |
| All | -9.4% | +3,586.2% | -3,595.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling