+933.6%
AMAT vs CLBK
+66.9%
+866.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +7.0% | +1.1% | +5.9% | +6.5% |
| 30D | -12.2% | +7.8% | -20.0% | -14.9% |
| 3M | -3.8% | +23.9% | -27.7% | -12.3% |
| 6M | +45.9% | +42.3% | +3.6% | +25.6% |
| YTD | +84.6% | +65.4% | +19.2% | +48.5% |
| 1Y | +193.4% | +70.3% | +123.0% | +132.0% |
| 3Y | +228.1% | +54.5% | +173.6% | +159.0% |
| 5Y | +268.9% | +43.1% | +225.8% | +172.6% |
| All | +933.6% | +66.9% | +866.7% | +617.9% |
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 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