+93.4%
ACM vs CLBK
+67.9%
+25.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +1.2% | -5.0% | -4.2% |
| 30D | -11.1% | +9.1% | -20.2% | -14.9% |
| 3M | -8.0% | +27.7% | -35.7% | -18.1% |
| 6M | -29.7% | +40.8% | -70.5% | -40.2% |
| YTD | -29.4% | +66.4% | -95.8% | -44.7% |
| 1Y | -46.4% | +72.4% | -118.8% | -59.1% |
| 3Y | -22.3% | +50.7% | -73.0% | -39.3% |
| 5Y | +4.5% | +42.9% | -38.5% | -24.5% |
| All | +93.4% | +67.9% | +25.5% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling