+289.8%
ABBV vs CLBK
+67.9%
+221.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +4.2% | +9.1% | -5.0% | +2.6% |
| 3M | +14.8% | +27.7% | -12.9% | +10.0% |
| 6M | +10.3% | +40.8% | -30.6% | +3.8% |
| YTD | +14.9% | +66.4% | -51.5% | +4.8% |
| 1Y | +24.1% | +72.4% | -48.2% | +12.2% |
| 3Y | +91.9% | +50.7% | +41.3% | +74.2% |
| 5Y | +176.0% | +42.9% | +133.1% | +144.2% |
| All | +289.8% | +67.9% | +221.9% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling