+114.1%
AG vs CLBK
+60.9%
+53.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -10.0% | +0.9% | -10.9% | -10.1% |
| 30D | -10.5% | +3.4% | -13.9% | -10.9% |
| 3M | -27.3% | -4.3% | -23.0% | -26.9% |
| 6M | -43.0% | +28.4% | -71.3% | -44.9% |
| YTD | -17.9% | +59.4% | -77.3% | -22.9% |
| 1Y | +11.9% | +64.8% | -52.9% | +4.6% |
| 3Y | +201.8% | +50.6% | +151.2% | +182.3% |
| 5Y | -0.1% | +28.3% | -28.4% | -7.0% |
| All | +114.1% | +60.9% | +53.2% | +81.1% |
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 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