-38.1%
ALK vs CLBK
+63.6%
-101.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.6% | +2.2% | +0.4% | +1.3% |
| 30D | +7.8% | +5.0% | +2.8% | +4.8% |
| 3M | -15.2% | +3.3% | -18.5% | -17.1% |
| 6M | +5.0% | +29.6% | -24.6% | -11.2% |
| YTD | -18.4% | +62.1% | -80.6% | -40.0% |
| 1Y | -2.4% | +64.3% | -66.7% | -28.7% |
| 3Y | +19.8% | +55.6% | -35.9% | -13.4% |
| 5Y | -27.8% | +29.3% | -57.0% | -46.8% |
| All | -38.1% | +63.6% | -101.7% | -62.5% |
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 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