-10.0%
ABT vs CLBK
+41.1%
-51.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -4.7% | -1.5% | -3.3% | -4.6% |
| 30D | -3.1% | +6.7% | -9.8% | -3.8% |
| 3M | +16.1% | +21.2% | -5.0% | +13.7% |
| 6M | -5.3% | +42.0% | -47.3% | -8.7% |
| YTD | -14.4% | +63.3% | -77.7% | -18.7% |
| 1Y | -18.4% | +65.4% | -83.8% | -22.7% |
| 3Y | +11.2% | +52.5% | -41.3% | +5.1% |
| All | -10.0% | +41.1% | -51.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling