+78.8%
ALLY vs CLBK
+61.7%
+17.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | -2.1% | +2.5% | -4.6% | -3.8% |
| 30D | +2.0% | +3.7% | -1.7% | -0.6% |
| 3M | -13.3% | -3.3% | -10.1% | -11.6% |
| 6M | -9.9% | +29.6% | -39.5% | -25.4% |
| YTD | -13.5% | +60.3% | -73.8% | -38.8% |
| 1Y | -2.8% | +63.4% | -66.2% | -32.2% |
| 3Y | +63.4% | +53.8% | +9.6% | +13.1% |
| 5Y | -10.9% | +29.0% | -39.8% | -35.5% |
| All | +78.8% | +61.7% | +17.1% | +4.1% |
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 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