-47.0%
ACM vs CLBK
+65.7%
-112.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | +9.5% | +4.6% | +4.9% | +9.2% |
| 30D | +14.7% | -1.5% | +16.2% | +14.7% |
| 3M | -9.5% | +4.4% | -13.9% | -10.0% |
| 6M | -18.0% | +31.7% | -49.7% | -21.9% |
| YTD | -27.3% | +58.7% | -86.0% | -32.1% |
| 1Y | -47.0% | +64.9% | -111.9% | -51.0% |
| All | -47.0% | +65.7% | -112.7% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling