+6,642.4%
ABT vs CLX
+2,386.6%
+4,255.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.7% | -9.2% | +5.6% | -1.0% |
| 30D | +2.5% | -11.0% | +13.5% | +6.0% |
| 3M | +20.2% | +5.0% | +15.1% | +18.2% |
| 6M | -2.9% | -18.8% | +15.9% | +2.4% |
| YTD | -11.9% | -4.4% | -7.5% | -11.6% |
| 1Y | -16.5% | -21.9% | +5.3% | -11.3% |
| 3Y | +12.1% | -32.8% | +44.9% | +23.0% |
| 5Y | -7.4% | -34.6% | +27.2% | +0.4% |
| 10Y | +210.7% | -4.7% | +215.4% | +192.0% |
| All | +6,642.4% | +2,386.6% | +4,255.8% | +1,872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling