+1,083.4%
ABT vs CLS
+3,265.4%
-2,182.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.7% | +4.6% | -8.3% | -4.0% |
| 30D | +2.5% | -13.9% | +16.4% | +3.2% |
| 3M | +20.2% | -26.6% | +46.8% | +21.6% |
| 6M | -2.9% | +15.4% | -18.3% | -5.2% |
| YTD | -11.9% | +5.7% | -17.6% | -13.7% |
| 1Y | -16.5% | +41.1% | -57.7% | -20.4% |
| 3Y | +12.1% | +1,228.6% | -1,216.5% | -12.5% |
| 5Y | -7.4% | +3,240.6% | -3,248.0% | -33.5% |
| 10Y | +210.7% | +2,760.3% | -2,549.7% | +118.3% |
| All | +1,083.4% | +3,265.4% | -2,182.0% | +493.1% |
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