+71.6%
CLBK vs ABCL
-81.3%
+152.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +9.1% | +93.1% | -83.9% | +4.1% |
| 3M | +27.7% | +79.4% | -51.7% | +21.9% |
| 6M | +40.8% | +214.9% | -174.0% | +28.8% |
| YTD | +66.4% | +234.2% | -167.8% | +50.8% |
| 1Y | +72.4% | +174.8% | -102.4% | +57.3% |
| 3Y | +50.7% | +104.5% | -53.8% | +35.2% |
| 5Y | +42.9% | -39.0% | +81.9% | +28.7% |
| All | +71.6% | -81.3% | +152.8% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling