-45.1%
ACM vs CLBK
+64.1%
-109.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +6.6% | +2.9% | +3.7% | +6.4% |
| 30D | +19.8% | +5.4% | +14.4% | +19.3% |
| 3M | -3.1% | +5.8% | -8.9% | -3.7% |
| 6M | -11.5% | +28.9% | -40.4% | -15.1% |
| YTD | -24.7% | +61.8% | -86.5% | -29.3% |
| 1Y | -45.1% | +63.1% | -108.1% | -48.7% |
| All | -45.1% | +64.1% | -109.1% | -48.7% |
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