+86.0%
ACM vs CLBK
+64.7%
+21.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.0% |
| 30D | -12.7% | +6.7% | -19.3% | -15.5% |
| 3M | -9.8% | +21.2% | -31.0% | -17.8% |
| 6M | -31.4% | +42.0% | -73.4% | -41.9% |
| YTD | -32.1% | +63.3% | -95.3% | -46.4% |
| 1Y | -47.8% | +65.4% | -113.2% | -59.4% |
| 3Y | -22.1% | +52.5% | -74.5% | -39.6% |
| 5Y | +1.8% | +42.0% | -40.2% | -26.6% |
| All | +86.0% | +64.7% | +21.3% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling