+2,327.9%
ALM vs CLBK
+55.4%
+2,272.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.9% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | +34.8% | +7.8% | +27.1% | +33.7% |
| 3M | +16.2% | +23.9% | -7.6% | +13.3% |
| 6M | +2.1% | +42.3% | -40.2% | -2.1% |
| YTD | +117.0% | +65.4% | +51.6% | +104.5% |
| 1Y | +313.9% | +70.3% | +243.5% | +286.4% |
| 3Y | +2,327.9% | +54.5% | +2,273.5% | +2,321.8% |
| All | +2,327.9% | +55.4% | +2,272.5% | +2,321.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling