-36.5%
ALK vs CLBK
+67.9%
-104.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | -19.2% | +9.1% | -28.4% | -23.7% |
| 3M | -1.5% | +27.7% | -29.2% | -16.1% |
| 6M | -13.1% | +40.8% | -53.9% | -30.0% |
| YTD | -16.4% | +66.4% | -82.8% | -39.5% |
| 1Y | -33.1% | +72.4% | -105.4% | -52.9% |
| 3Y | +0.6% | +50.7% | -50.1% | -25.7% |
| 5Y | -26.4% | +42.9% | -69.3% | -50.4% |
| All | -36.5% | +67.9% | -104.4% | -62.2% |
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