+358.7%
ALAB vs CLBK
+61.0%
+297.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.5% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | -8.8% | +4.5% | -13.3% | -10.2% |
| 3M | -14.0% | +22.8% | -36.8% | -20.7% |
| 6M | +144.3% | +43.4% | +100.8% | +111.8% |
| YTD | +71.0% | +64.1% | +6.9% | +39.3% |
| 1Y | +23.5% | +67.6% | -44.1% | -0.9% |
| All | +358.7% | +61.0% | +297.7% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling