+282.7%
AG vs CLBK
+51.6%
+231.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | +12.5% | +6.7% | +5.8% | +11.7% |
| 3M | +28.2% | +21.2% | +7.0% | +25.3% |
| 6M | -18.8% | +42.0% | -60.8% | -21.9% |
| YTD | +27.4% | +63.3% | -35.9% | +20.9% |
| 1Y | +132.2% | +65.4% | +66.8% | +120.0% |
| All | +282.7% | +51.6% | +231.1% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling