-8.8%
AA vs CLBK
+28.8%
-37.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | -5.0% | +5.4% | -10.4% | -6.8% |
| 3M | -22.2% | +5.8% | -28.0% | -24.0% |
| 6M | -36.3% | +28.9% | -65.2% | -42.3% |
| YTD | -24.2% | +61.8% | -86.0% | -37.4% |
| 1Y | +3.9% | +63.1% | -59.2% | -14.5% |
| 3Y | +67.6% | +55.3% | +12.2% | +37.6% |
| 5Y | -8.8% | +28.0% | -36.8% | -23.5% |
| All | -8.8% | +28.8% | -37.6% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling