+181.0%
ABBV vs CLBK
+41.8%
+139.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -4.1% | -1.5% | -2.7% | -4.0% |
| 30D | +1.2% | +6.7% | -5.5% | +0.6% |
| 3M | +12.1% | +21.2% | -9.1% | +10.1% |
| 6M | +12.0% | +42.0% | -30.0% | +8.5% |
| YTD | +12.4% | +63.3% | -50.9% | +7.5% |
| 1Y | +22.9% | +65.4% | -42.4% | +17.3% |
| 3Y | +86.8% | +52.5% | +34.3% | +77.5% |
| 5Y | +181.0% | +42.0% | +139.0% | +161.7% |
| All | +181.0% | +41.8% | +139.2% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling