+509.0%
ABBV vs CLSK
-61.9%
+571.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.9% |
| 7D | -4.1% | +17.2% | -21.3% | -4.1% |
| 30D | +1.2% | +14.6% | -13.4% | +1.2% |
| 3M | +12.1% | -16.8% | +28.9% | +12.1% |
| 6M | +12.0% | +38.2% | -26.2% | +12.0% |
| YTD | +12.4% | +31.2% | -18.8% | +12.4% |
| 1Y | +22.9% | +37.3% | -14.4% | +22.9% |
| 3Y | +86.8% | +201.8% | -115.1% | +86.5% |
| 5Y | +181.0% | -1.6% | +182.6% | +180.4% |
| All | +509.0% | -61.9% | +571.0% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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