+48.9%
ALB vs CLBK
+66.9%
-18.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -4.4% | +1.1% | -5.5% | -4.9% |
| 30D | -1.2% | +7.8% | -8.9% | -4.5% |
| 3M | -13.3% | +23.9% | -37.2% | -21.8% |
| 6M | -19.8% | +42.3% | -62.1% | -32.5% |
| YTD | -7.9% | +65.4% | -73.3% | -28.5% |
| 1Y | +60.2% | +70.3% | -10.2% | +21.4% |
| 3Y | -26.4% | +54.5% | -80.9% | -42.9% |
| 5Y | -42.5% | +43.1% | -85.6% | -58.0% |
| All | +48.9% | +66.9% | -18.0% | -1.2% |
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