+32.0%
ALC vs CLBK
+60.5%
-28.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +2.1% | +1.8% | +0.3% | +1.6% |
| 30D | +17.2% | +5.1% | +12.1% | +15.9% |
| 3M | +4.6% | +5.2% | -0.5% | +3.3% |
| 6M | +20.1% | +28.6% | -8.5% | +13.1% |
| YTD | -4.2% | +61.4% | -65.6% | -14.5% |
| 1Y | +2.1% | +64.7% | -62.6% | -9.4% |
| 3Y | +4.5% | +55.1% | -50.7% | -8.0% |
| 5Y | -12.3% | +28.4% | -40.7% | -21.8% |
| All | +32.0% | +60.5% | -28.5% | +7.2% |
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