+115.5%
ABT vs CLBK
+60.9%
+54.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.0% | +3.4% | +2.6% | +5.4% |
| 3M | -1.9% | -4.3% | +2.4% | -1.2% |
| 6M | +31.2% | +28.4% | +2.8% | +25.2% |
| YTD | -11.2% | +59.4% | -70.6% | -18.7% |
| 1Y | -14.0% | +64.8% | -78.8% | -21.7% |
| 3Y | +20.7% | +50.6% | -29.9% | +9.2% |
| 5Y | -6.7% | +28.3% | -35.0% | -14.5% |
| All | +115.5% | +60.9% | +54.6% | +80.0% |
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