-9.0%
ALLY vs CLBK
+27.8%
-36.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | +5.2% | +3.4% | +1.8% | +3.4% |
| 3M | -13.3% | -4.3% | -9.0% | -11.5% |
| 6M | -6.7% | +28.4% | -35.0% | -18.3% |
| YTD | -12.8% | +59.4% | -72.2% | -32.0% |
| 1Y | +0.7% | +64.8% | -64.1% | -22.9% |
| 3Y | +65.2% | +50.6% | +14.6% | +29.6% |
| All | -9.0% | +27.8% | -36.7% | -27.4% |
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