-34.4%
AAL vs CLBK
+27.9%
-62.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | +2.9% | +2.5% | +0.5% | +1.9% |
| 30D | +6.5% | +3.7% | +2.8% | +4.9% |
| 3M | -10.9% | -3.3% | -7.6% | -9.5% |
| 6M | +4.9% | +29.6% | -24.8% | -7.6% |
| YTD | -13.2% | +60.3% | -73.4% | -30.6% |
| 1Y | -1.1% | +63.4% | -64.5% | -21.7% |
| 3Y | +12.8% | +53.8% | -41.0% | -9.6% |
| 5Y | -34.4% | +29.0% | -63.4% | -50.1% |
| All | -34.4% | +27.9% | -62.3% | -50.1% |
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