+20.6%
ABNB vs CLBK
+71.0%
-50.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | -2.0% | +7.8% | -9.8% | -3.8% |
| 3M | +29.8% | +23.9% | +6.0% | +23.2% |
| 6M | +31.0% | +42.3% | -11.3% | +20.2% |
| YTD | +28.6% | +65.4% | -36.8% | +13.9% |
| 1Y | +40.1% | +70.3% | -30.3% | +22.9% |
| 3Y | +19.7% | +54.5% | -34.8% | +5.8% |
| 5Y | +6.5% | +43.1% | -36.6% | -1.7% |
| All | +20.6% | +71.0% | -50.4% | +42.9% |
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