+68.5%
AIG vs CLBK
+64.7%
+3.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -1.4% | -1.5% | 0.0% | -0.7% |
| 30D | -3.3% | +6.7% | -10.0% | -6.7% |
| 3M | +2.2% | +21.2% | -19.0% | -8.2% |
| 6M | -2.1% | +42.0% | -44.1% | -19.3% |
| YTD | -11.2% | +63.3% | -74.5% | -32.6% |
| 1Y | -2.1% | +65.4% | -67.5% | -26.8% |
| 3Y | +34.4% | +52.5% | -18.1% | -2.3% |
| 5Y | +53.7% | +42.0% | +11.7% | +2.7% |
| All | +68.5% | +64.7% | +3.7% | -1.4% |
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