-7.7%
AAL vs CLBK
+55.4%
-63.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | -19.0% | +7.8% | -26.8% | -22.7% |
| 3M | -5.1% | +23.9% | -28.9% | -17.0% |
| 6M | +15.5% | +42.3% | -26.8% | -7.2% |
| YTD | -15.8% | +65.4% | -81.2% | -38.2% |
| 1Y | -0.3% | +70.3% | -70.6% | -28.5% |
| 3Y | -7.7% | +54.5% | -62.1% | -33.3% |
| All | -7.7% | +55.4% | -63.0% | -33.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling