+21.4%
ALC vs CLBK
+64.4%
-43.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | -3.7% | +7.8% | -11.5% | -5.4% |
| 3M | +4.6% | +23.9% | -19.3% | -0.6% |
| 6M | -14.6% | +42.3% | -56.9% | -21.3% |
| YTD | -11.9% | +65.4% | -77.3% | -21.7% |
| 1Y | -13.1% | +70.3% | -83.5% | -23.5% |
| 3Y | -15.0% | +54.5% | -69.5% | -25.0% |
| 5Y | -16.2% | +43.1% | -59.3% | -27.9% |
| All | +21.4% | +64.4% | -43.0% | -1.8% |
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