+287.6%
ABBV vs CLBK
+65.6%
+222.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | +2.0% | +4.5% | -2.6% | +1.1% |
| 3M | +14.2% | +22.8% | -8.6% | +10.1% |
| 6M | +14.1% | +43.4% | -29.4% | +7.0% |
| YTD | +14.2% | +64.1% | -49.9% | +4.4% |
| 1Y | +24.2% | +67.6% | -43.3% | +12.8% |
| 3Y | +89.8% | +53.3% | +36.5% | +71.4% |
| 5Y | +187.2% | +44.8% | +142.4% | +152.2% |
| All | +287.6% | +65.6% | +222.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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