+17.4%
ALLE vs CLBK
+42.8%
-25.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -6.8% | +9.1% | -15.9% | -8.9% |
| 3M | +21.0% | +27.7% | -6.7% | +13.7% |
| 6M | +1.1% | +40.8% | -39.7% | -7.4% |
| YTD | -0.5% | +66.4% | -66.9% | -12.8% |
| 1Y | -7.3% | +72.4% | -79.6% | -19.7% |
| 3Y | +42.3% | +50.7% | -8.4% | +25.0% |
| All | +17.4% | +42.8% | -25.4% | -2.5% |
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 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