+101.2%
ABT vs CLBK
+65.5%
+35.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -1.5% | -4.4% | -5.6% |
| 30D | -8.1% | -1.0% | -7.0% | -7.9% |
| 3M | +14.5% | +22.9% | -8.4% | +10.2% |
| 6M | -6.3% | +44.2% | -50.5% | -12.3% |
| YTD | -17.1% | +64.0% | -81.1% | -24.4% |
| 1Y | -21.4% | +65.7% | -87.0% | -28.6% |
| 3Y | +5.9% | +54.1% | -48.1% | -4.5% |
| 5Y | -12.8% | +44.7% | -57.5% | -23.0% |
| All | +101.2% | +65.5% | +35.7% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling