-4.1%
ABT vs CLS
+1,881.3%
-1,885.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | +1.0% | -13.9% | +14.8% | +0.9% |
| 30D | +11.6% | -38.2% | +49.8% | +11.6% |
| 3M | +2.3% | -28.8% | +31.2% | +2.2% |
| 6M | +32.7% | -40.4% | +73.1% | +32.6% |
| YTD | -9.6% | -24.3% | +14.6% | -10.8% |
| 1Y | -10.1% | -35.0% | +25.0% | -11.0% |
| 3Y | +25.2% | +778.7% | -753.5% | -4.2% |
| All | -4.1% | +1,881.3% | -1,885.4% | -39.9% |
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