+24.2%
ABBV vs CLBK
+66.6%
-42.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +2.0% | +4.5% | -2.6% | +1.8% |
| 3M | +14.2% | +22.8% | -8.6% | +13.7% |
| 6M | +14.1% | +43.4% | -29.4% | +14.0% |
| YTD | +14.2% | +64.1% | -49.9% | +15.3% |
| 1Y | +24.2% | +67.6% | -43.3% | +24.5% |
| All | +24.2% | +66.6% | -42.4% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling