+1,078.8%
ABT vs CLS
+2,637.0%
-1,558.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.4% | -2.1% |
| 7D | -5.6% | +23.5% | -29.1% | -6.7% |
| 30D | +5.2% | -28.9% | +34.1% | +6.8% |
| 3M | -2.7% | -25.2% | +22.5% | -1.7% |
| 6M | +28.8% | -32.1% | +60.9% | +29.9% |
| YTD | -12.3% | -14.1% | +1.8% | -13.5% |
| 1Y | -14.7% | -24.1% | +9.4% | -15.5% |
| 3Y | +21.6% | +897.0% | -875.4% | -3.8% |
| 5Y | -7.8% | +2,089.9% | -2,097.7% | -32.1% |
| 10Y | +222.5% | +2,022.2% | -1,799.8% | +129.5% |
| All | +1,078.8% | +2,637.0% | -1,558.2% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling