-98.2%
AAOX vs CLBK
+29.9%
-128.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.5% | -10.3% | -11.0% |
| 7D | -3.4% | +0.9% | -4.2% | -3.1% |
| 30D | -72.8% | +3.4% | -76.2% | -71.9% |
| 3M | -90.7% | -4.3% | -86.4% | -90.5% |
| 6M | -98.2% | +28.4% | -126.5% | -97.8% |
| All | -98.2% | +29.9% | -128.1% | -97.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling