+1.3%
AA vs CLBK
+67.9%
-66.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +5.0% | +9.1% | -4.1% | -0.6% |
| 3M | -35.8% | +27.7% | -63.5% | -44.9% |
| 6M | -18.4% | +40.8% | -59.2% | -34.3% |
| YTD | -5.5% | +66.4% | -71.9% | -31.8% |
| 1Y | +61.0% | +72.4% | -11.4% | +12.1% |
| 3Y | +66.2% | +50.7% | +15.5% | +21.1% |
| 5Y | +11.4% | +42.9% | -31.5% | -26.5% |
| All | +1.3% | +67.9% | -66.6% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling