-1.6%
ALK vs CLBK
+63.6%
-65.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +5.6% |
| 7D | +8.9% | +1.8% | +7.1% | +7.7% |
| 30D | +5.9% | +5.1% | +0.9% | +2.7% |
| 3M | -16.5% | +5.2% | -21.7% | -19.7% |
| 6M | +2.1% | +28.6% | -26.5% | -16.9% |
| YTD | -17.1% | +61.4% | -78.5% | -41.8% |
| All | -1.6% | +63.6% | -65.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling