+16.8%
AGG vs CLBK
+64.7%
-47.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -0.2% | +6.7% | -6.9% | -0.3% |
| 3M | -0.7% | +21.2% | -21.9% | -0.9% |
| 6M | -1.8% | +42.0% | -43.7% | -2.1% |
| YTD | -0.6% | +63.3% | -63.8% | -1.1% |
| 1Y | +0.4% | +65.4% | -65.0% | -0.2% |
| 3Y | +13.2% | +52.5% | -39.3% | +12.5% |
| 5Y | -2.0% | +42.0% | -43.9% | -2.6% |
| All | +16.8% | +64.7% | -47.9% | +15.4% |
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