+0.2%
ALLY vs CLBK
+43.5%
-43.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -3.3% | +7.8% | -11.1% | -7.0% |
| 3M | +0.5% | +23.9% | -23.4% | -10.4% |
| 6M | +12.6% | +42.3% | -29.7% | -6.5% |
| YTD | -4.7% | +65.4% | -70.1% | -27.1% |
| 1Y | +5.2% | +70.3% | -65.1% | -21.0% |
| 3Y | +66.5% | +54.5% | +12.0% | +28.7% |
| 5Y | +0.2% | +43.1% | -42.9% | -25.3% |
| All | +0.2% | +43.5% | -43.3% | -25.3% |
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