+216.0%
AG vs CLBK
+65.6%
+150.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | -5.8% | -1.4% | -4.4% | -5.6% |
| 30D | +6.4% | +4.5% | +1.8% | +5.7% |
| 3M | +28.4% | +22.8% | +5.6% | +24.8% |
| 6M | -24.5% | +43.4% | -67.9% | -28.0% |
| YTD | +21.2% | +64.1% | -42.9% | +13.4% |
| 1Y | +114.1% | +67.6% | +46.5% | +99.3% |
| 3Y | +268.0% | +53.3% | +214.8% | +243.3% |
| 5Y | +67.3% | +44.8% | +22.5% | +50.6% |
| All | +216.0% | +65.6% | +150.4% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling