-42.7%
ACHR vs CLBK
+67.2%
-110.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +9.8% | +9.1% | +0.7% | +5.3% |
| 3M | -10.5% | +27.7% | -38.2% | -20.0% |
| 6M | -15.5% | +40.8% | -56.4% | -27.8% |
| YTD | -24.1% | +66.4% | -90.5% | -40.1% |
| 1Y | -32.4% | +72.4% | -104.8% | -47.6% |
| 3Y | -11.6% | +50.7% | -62.3% | -28.0% |
| 5Y | -42.9% | +42.9% | -85.8% | -55.0% |
| All | -42.7% | +67.2% | -110.0% | -56.5% |
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