+44.7%
ALB vs CLBK
+64.7%
-20.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -8.6% | -1.5% | -7.1% | -8.0% |
| 30D | -4.0% | +6.7% | -10.7% | -6.9% |
| 3M | -17.4% | +21.2% | -38.5% | -24.7% |
| 6M | -25.4% | +42.0% | -67.3% | -37.1% |
| YTD | -10.5% | +63.3% | -73.8% | -30.2% |
| 1Y | +75.8% | +65.4% | +10.4% | +35.3% |
| 3Y | -28.5% | +52.5% | -81.0% | -44.2% |
| 5Y | -45.1% | +42.0% | -87.1% | -59.8% |
| All | +44.7% | +64.7% | -20.1% | -3.4% |
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 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