+62.9%
CLBK vs ABCL
-80.5%
+143.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | +0.6% |
| 7D | +0.6% | -3.2% | +3.8% | +0.7% |
| 30D | +2.9% | -7.4% | +10.3% | +3.1% |
| 3M | +3.0% | +81.9% | -79.0% | -1.7% |
| 6M | +27.3% | +135.7% | -108.4% | +18.5% |
| YTD | +58.0% | +247.4% | -189.4% | +42.3% |
| 1Y | +62.4% | +162.3% | -99.9% | +48.9% |
| 3Y | +46.9% | +165.5% | -118.5% | +30.1% |
| 5Y | +25.3% | -21.3% | +46.5% | +12.4% |
| All | +62.9% | -80.5% | +143.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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