+33.4%
AG vs CLBK
+65.7%
-32.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.9% | +8.2% | +9.1% |
| 7D | -2.6% | +4.6% | -7.2% | -3.0% |
| 30D | -12.1% | -1.5% | -10.6% | -11.8% |
| 3M | -6.6% | +4.4% | -11.0% | -6.7% |
| 6M | -20.5% | +31.7% | -52.1% | -22.2% |
| YTD | -7.4% | +58.7% | -66.1% | -7.0% |
| 1Y | +33.4% | +64.9% | -31.5% | +39.1% |
| All | +33.4% | +65.7% | -32.4% | +39.1% |
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