-9.4%
ABT vs CLX
-37.0%
+27.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -4.7% | -4.9% | +0.2% | -3.6% |
| 30D | -3.1% | -15.8% | +12.7% | +0.8% |
| 3M | +16.1% | -7.9% | +24.1% | +18.2% |
| 6M | -5.3% | -19.0% | +13.7% | -1.2% |
| YTD | -14.4% | -7.9% | -6.5% | -13.3% |
| 1Y | -18.4% | -25.4% | +7.0% | -13.5% |
| 3Y | +11.2% | -35.0% | +46.2% | +20.9% |
| 5Y | -9.4% | -36.8% | +27.4% | -5.4% |
| All | -9.4% | -37.0% | +27.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling