-71.2%
AAL vs CLBK
+67.9%
-139.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +1.2% | -5.0% | -4.4% |
| 30D | -20.8% | +9.1% | -29.9% | -25.2% |
| 3M | -1.3% | +27.7% | -29.0% | -16.0% |
| 6M | +5.4% | +40.8% | -35.5% | -15.6% |
| YTD | -14.4% | +66.4% | -80.7% | -38.5% |
| 1Y | +2.1% | +72.4% | -70.3% | -28.7% |
| 3Y | -10.6% | +50.7% | -61.2% | -34.0% |
| 5Y | -32.2% | +42.9% | -75.1% | -54.1% |
| All | -71.2% | +67.9% | -139.1% | -82.6% |
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