+20.2%
ALC vs CLBK
+62.3%
-42.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | -7.1% | +6.7% | -13.7% | -8.5% |
| 3M | +0.8% | +21.2% | -20.4% | -3.7% |
| 6M | -16.0% | +42.0% | -58.0% | -22.6% |
| YTD | -12.7% | +63.3% | -76.0% | -22.3% |
| 1Y | -12.8% | +65.4% | -78.2% | -22.7% |
| 3Y | -15.8% | +52.5% | -68.3% | -25.5% |
| 5Y | -16.7% | +42.0% | -58.6% | -28.2% |
| All | +20.2% | +62.3% | -42.1% | -2.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling