+20.7%
ABT vs CLBK
+54.0%
-33.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.0% | +3.4% | +2.6% | +5.7% |
| 3M | -1.9% | -4.3% | +2.4% | -1.5% |
| 6M | +31.2% | +28.4% | +2.8% | +28.2% |
| YTD | -11.2% | +59.4% | -70.6% | -14.7% |
| 1Y | -14.0% | +64.8% | -78.8% | -17.5% |
| 3Y | +20.7% | +50.6% | -29.9% | +17.4% |
| All | +20.7% | +54.0% | -33.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling