-65.3%
AAOX vs CLBK
+48.3%
-113.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.8% | +10.8% |
| 7D | +15.2% | +1.1% | +14.1% | +16.0% |
| 30D | -40.3% | +7.8% | -48.1% | -36.6% |
| 3M | -81.2% | +23.9% | -105.0% | -76.1% |
| All | -65.3% | +48.3% | -113.6% | -52.6% |
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 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 · Available span rolling