+41.8%
ALM vs CLBK
+65.7%
-24.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | -6.4% | +4.6% | -11.0% | -7.1% |
| 30D | -35.0% | -1.5% | -33.5% | -34.7% |
| 3M | -33.8% | +4.4% | -38.2% | -33.7% |
| 6M | -55.0% | +31.7% | -86.7% | -55.7% |
| YTD | -0.2% | +58.7% | -58.9% | -0.4% |
| 1Y | +41.8% | +64.9% | -23.1% | +42.1% |
| All | +41.8% | +65.7% | -24.0% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling