+827.5%
ALM vs CLBK
+63.6%
+763.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -7.2% | +2.2% | -9.3% | -7.5% |
| 30D | -26.4% | +5.0% | -31.3% | -26.9% |
| 3M | -38.6% | +3.3% | -41.9% | -38.9% |
| 6M | -61.0% | +29.6% | -90.6% | -62.6% |
| YTD | -7.4% | +62.1% | -69.5% | -14.5% |
| 1Y | +14.0% | +64.3% | -50.4% | +4.8% |
| 3Y | +844.4% | +55.6% | +788.8% | +757.9% |
| 5Y | +410.8% | +29.3% | +381.5% | +359.0% |
| All | +827.5% | +63.6% | +763.9% | +643.5% |
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