-46.4%
ACM vs CLBK
+63.8%
-110.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +5.6% | +0.9% | +4.7% | +5.6% |
| 30D | +20.8% | +3.4% | +17.4% | +20.5% |
| 3M | +11.4% | -4.3% | +15.7% | +11.4% |
| 6M | +0.9% | +28.4% | -27.4% | -3.5% |
| YTD | -24.8% | +59.4% | -84.2% | -29.9% |
| 1Y | -46.4% | +64.8% | -111.3% | -50.8% |
| All | -46.4% | +63.8% | -110.3% | -50.8% |
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 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