+106.1%
ALLE vs CLBK
+67.9%
+38.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.7% |
| 30D | -6.8% | +9.1% | -15.9% | -9.8% |
| 3M | +21.0% | +27.7% | -6.7% | +10.4% |
| 6M | +1.1% | +40.8% | -39.7% | -11.2% |
| YTD | -0.5% | +66.4% | -66.9% | -18.1% |
| 1Y | -7.3% | +72.4% | -79.6% | -25.0% |
| 3Y | +42.3% | +50.7% | -8.4% | +17.4% |
| 5Y | +13.5% | +42.9% | -29.5% | -11.1% |
| All | +106.1% | +67.9% | +38.2% | +44.9% |
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