+104.7%
ALLE vs CLBK
+66.9%
+37.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -7.6% | +7.8% | -15.4% | -10.2% |
| 3M | +22.8% | +23.9% | -1.1% | +13.3% |
| 6M | +4.6% | +42.3% | -37.7% | -8.5% |
| YTD | -1.2% | +65.4% | -66.6% | -18.5% |
| 1Y | -9.1% | +70.3% | -79.5% | -26.2% |
| 3Y | +50.0% | +54.5% | -4.5% | +22.4% |
| 5Y | +15.2% | +43.1% | -27.9% | -9.9% |
| All | +104.7% | +66.9% | +37.8% | +44.2% |
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 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