-1.4%
ACM vs CLBK
+25.3%
-26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +5.4% | +0.6% | +4.7% | +5.2% |
| 30D | +15.1% | +2.9% | +12.2% | +14.3% |
| 3M | -10.5% | +3.0% | -13.4% | -11.4% |
| 6M | -19.7% | +27.3% | -47.0% | -25.0% |
| YTD | -28.8% | +58.0% | -86.8% | -37.4% |
| 1Y | -47.9% | +62.4% | -110.3% | -54.6% |
| 3Y | -12.4% | +46.9% | -59.3% | -23.1% |
| All | -1.4% | +25.3% | -26.7% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling