+201.2%
ABT vs CLX
-2.6%
+203.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -5.0% | -5.9% | +0.9% | -3.5% |
| 30D | -5.8% | -17.0% | +11.2% | -1.3% |
| 3M | +16.7% | -9.6% | +26.3% | +19.5% |
| 6M | -5.2% | -21.5% | +16.3% | +0.2% |
| YTD | -16.0% | -8.8% | -7.2% | -14.6% |
| 1Y | -18.3% | -24.7% | +6.4% | -12.9% |
| 3Y | +9.2% | -35.6% | +44.9% | +20.0% |
| 5Y | -11.6% | -37.6% | +26.1% | -3.8% |
| All | +201.2% | -2.6% | +203.8% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling