-41.3%
ALNY vs CLBK
+73.3%
-114.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.2% | +1.2% | +11.0% | +12.4% |
| 30D | +16.3% | +9.1% | +7.2% | +17.7% |
| 3M | -12.4% | +27.7% | -40.0% | -9.1% |
| 6M | -18.7% | +40.8% | -59.5% | -14.6% |
| YTD | -33.1% | +66.4% | -99.5% | -27.0% |
| 1Y | -41.3% | +72.4% | -113.7% | -34.9% |
| All | -41.3% | +73.3% | -114.6% | -34.9% |
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