+23.8%
ALC vs CLBK
+65.4%
-41.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -0.1% | +9.1% | -9.2% | -2.1% |
| 3M | +5.9% | +27.7% | -21.8% | 0.0% |
| 6M | -15.9% | +40.8% | -56.8% | -22.4% |
| YTD | -10.1% | +66.4% | -76.5% | -20.3% |
| 1Y | -10.2% | +72.4% | -82.6% | -21.2% |
| 3Y | -13.6% | +50.7% | -64.2% | -23.3% |
| 5Y | -15.1% | +42.9% | -58.1% | -26.9% |
| All | +23.8% | +65.4% | -41.6% | 0.0% |
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