-32.5%
AAL vs CLBK
+43.5%
-76.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -19.0% | +7.8% | -26.8% | -21.9% |
| 3M | -5.1% | +23.9% | -28.9% | -14.6% |
| 6M | +15.5% | +42.3% | -26.8% | -2.7% |
| YTD | -15.8% | +65.4% | -81.2% | -33.9% |
| 1Y | -0.3% | +70.3% | -70.6% | -23.0% |
| 3Y | -7.7% | +54.5% | -62.1% | -26.7% |
| 5Y | -32.5% | +43.1% | -75.6% | -51.4% |
| All | -32.5% | +43.5% | -76.0% | -51.4% |
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