-19.6%
ACM vs CLBK
+55.4%
-75.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | -12.9% | +7.8% | -20.7% | -14.9% |
| 3M | -6.4% | +23.9% | -30.2% | -12.4% |
| 6M | -29.2% | +42.3% | -71.5% | -36.6% |
| YTD | -29.9% | +65.4% | -95.3% | -40.3% |
| 1Y | -47.3% | +70.3% | -117.6% | -55.7% |
| 3Y | -19.6% | +54.5% | -74.1% | -33.5% |
| All | -19.6% | +55.4% | -75.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling