+53.4%
ALLE vs CLBK
+27.8%
+25.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +25.9% | +3.4% | +22.5% | +24.9% |
| 3M | +15.8% | -4.3% | +20.0% | +17.0% |
| 6M | +48.1% | +28.4% | +19.7% | +38.8% |
| YTD | +22.0% | +59.4% | -37.4% | +8.0% |
| 1Y | +18.0% | +64.8% | -46.8% | +3.6% |
| 3Y | +93.1% | +50.6% | +42.5% | +70.0% |
| All | +53.4% | +27.8% | +25.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling