+5.5%
ACM vs CLBK
+43.5%
-38.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.8% |
| 3M | -6.4% | +23.9% | -30.2% | -11.9% |
| 6M | -29.2% | +42.3% | -71.5% | -35.9% |
| YTD | -29.9% | +65.4% | -95.3% | -39.3% |
| 1Y | -47.3% | +70.3% | -117.6% | -54.9% |
| 3Y | -19.6% | +54.5% | -74.1% | -30.7% |
| 5Y | +5.5% | +43.1% | -37.6% | -16.0% |
| All | +5.5% | +43.5% | -38.0% | -16.0% |
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