+126.7%
AMAT vs CLBK
+24.6%
+102.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | -14.7% | +0.6% | -15.3% | -14.8% |
| 30D | -36.1% | +2.9% | -39.0% | -36.5% |
| 3M | -36.9% | +3.0% | -39.8% | -37.3% |
| 6M | -22.2% | +27.3% | -49.5% | -26.5% |
| YTD | +29.9% | +58.0% | -28.1% | +16.7% |
| 1Y | +43.3% | +62.4% | -19.1% | +27.9% |
| 3Y | +142.7% | +46.9% | +95.7% | +117.2% |
| All | +126.7% | +24.6% | +102.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling