+86.7%
ABBV vs CLBK
+51.6%
+35.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -4.1% | -1.5% | -2.7% | -4.0% |
| 30D | +1.2% | +6.7% | -5.5% | +0.7% |
| 3M | +12.1% | +21.2% | -9.1% | +10.5% |
| 6M | +12.0% | +42.0% | -30.0% | +9.3% |
| YTD | +12.4% | +63.3% | -50.9% | +8.6% |
| 1Y | +22.9% | +65.4% | -42.4% | +18.7% |
| All | +86.7% | +51.6% | +35.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling