+344.9%
AHR vs CLBK
+48.1%
+296.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -4.3% | -1.5% | -2.9% | -4.2% |
| 30D | -3.1% | +6.7% | -9.7% | -3.9% |
| 3M | +15.7% | +21.2% | -5.5% | +12.8% |
| 6M | +4.1% | +42.0% | -37.9% | -0.6% |
| YTD | +15.4% | +63.3% | -47.8% | +8.0% |
| 1Y | +28.0% | +65.4% | -37.4% | +19.3% |
| All | +344.9% | +48.1% | +296.8% | +314.2% |
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