+247.2%
AMAT vs CLBK
+42.8%
+204.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | -14.8% | +9.1% | -23.9% | -16.4% |
| 3M | -9.3% | +27.7% | -37.0% | -14.3% |
| 6M | +27.4% | +40.8% | -13.4% | +17.7% |
| YTD | +77.6% | +66.4% | +11.2% | +57.6% |
| 1Y | +188.9% | +72.4% | +116.6% | +154.0% |
| 3Y | +202.3% | +50.7% | +151.6% | +168.5% |
| All | +247.2% | +42.8% | +204.4% | +202.2% |
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 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