+1,783.5%
ALM vs CLBK
+65.6%
+1,717.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.7% |
| 7D | -7.1% | -1.4% | -5.8% | -6.9% |
| 30D | +24.7% | +4.5% | +20.2% | +23.8% |
| 3M | +8.3% | +22.8% | -14.5% | +4.6% |
| 6M | -22.2% | +43.4% | -65.6% | -26.7% |
| YTD | +88.1% | +64.1% | +24.0% | +73.3% |
| 1Y | +272.4% | +67.6% | +204.8% | +240.6% |
| 3Y | +2,004.1% | +53.3% | +1,950.9% | +1,815.4% |
| 5Y | +915.8% | +44.8% | +871.0% | +775.5% |
| All | +1,783.5% | +65.6% | +1,717.9% | +1,406.2% |
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