-2.1%
AA vs CLBK
+65.6%
-67.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.1% |
| 7D | -5.4% | -1.4% | -4.0% | -4.7% |
| 30D | -10.7% | +4.5% | -15.2% | -13.3% |
| 3M | -26.2% | +22.8% | -49.0% | -35.2% |
| 6M | -20.9% | +43.4% | -64.4% | -37.0% |
| YTD | -8.6% | +64.1% | -72.7% | -33.5% |
| 1Y | +57.4% | +67.6% | -10.2% | +11.5% |
| 3Y | +77.8% | +53.3% | +24.5% | +27.8% |
| 5Y | +2.7% | +44.8% | -42.1% | -33.5% |
| All | -2.1% | +65.6% | -67.7% | -38.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling