+51.4%
CLBK vs ABCL
+189.1%
-137.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.9% |
| 7D | +2.5% | +4.4% | -2.0% | +2.1% |
| 30D | +3.7% | -7.9% | +11.5% | +4.0% |
| 3M | -3.3% | +12.2% | -15.5% | -5.0% |
| 6M | +29.6% | +134.7% | -105.1% | +16.9% |
| YTD | +60.3% | +239.8% | -179.5% | +37.1% |
| 1Y | +63.4% | +192.7% | -129.3% | +42.1% |
| All | +51.4% | +189.1% | -137.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling