+26.2%
ALC vs CLBK
+59.3%
-33.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.6% |
| 7D | -6.2% | +2.5% | -8.6% | -6.7% |
| 30D | +14.0% | +3.7% | +10.3% | +13.1% |
| 3M | -2.4% | -3.3% | +0.9% | -1.8% |
| 6M | +12.6% | +29.6% | -17.0% | +5.9% |
| YTD | -8.4% | +60.3% | -68.7% | -18.1% |
| 1Y | -9.1% | +63.4% | -72.6% | -19.2% |
| 3Y | -0.3% | +53.8% | -54.1% | -12.0% |
| 5Y | -9.9% | +29.0% | -38.9% | -19.9% |
| All | +26.2% | +59.3% | -33.2% | +2.6% |
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