-14.0%
ABT vs CLBK
+63.8%
-77.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | +6.0% | +3.4% | +2.6% | +5.4% |
| 3M | -1.9% | -4.3% | +2.4% | -1.1% |
| 6M | +31.2% | +28.4% | +2.8% | +25.4% |
| YTD | -11.2% | +59.4% | -70.6% | -16.4% |
| 1Y | -14.0% | +64.8% | -78.8% | -19.3% |
| All | -14.0% | +63.8% | -77.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling