-71.6%
AAL vs CLBK
+64.7%
-136.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.4% |
| 30D | -13.7% | +6.7% | -20.4% | -17.4% |
| 3M | -8.2% | +21.2% | -29.3% | -19.3% |
| 6M | +13.1% | +42.0% | -28.9% | -10.0% |
| YTD | -15.6% | +63.3% | -78.8% | -38.7% |
| 1Y | +1.4% | +65.4% | -64.0% | -27.3% |
| 3Y | -7.4% | +52.5% | -59.9% | -32.3% |
| 5Y | -35.9% | +42.0% | -77.9% | -56.6% |
| All | -71.6% | +64.7% | -136.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling