+97.1%
ALLY vs CLBK
+66.9%
+30.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | -3.3% | +7.8% | -11.1% | -8.3% |
| 3M | +0.5% | +23.9% | -23.4% | -13.8% |
| 6M | +12.6% | +42.3% | -29.7% | -12.4% |
| YTD | -4.7% | +65.4% | -70.1% | -33.7% |
| 1Y | +5.2% | +70.3% | -65.1% | -28.8% |
| 3Y | +66.5% | +54.5% | +12.0% | +15.5% |
| 5Y | +0.2% | +43.1% | -42.9% | -34.0% |
| All | +97.1% | +66.9% | +30.2% | +12.7% |
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