+153.2%
AMAT vs CLBK
+27.9%
+125.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.4% | -3.3% |
| 7D | +19.3% | +2.5% | +16.9% | +18.8% |
| 30D | -17.9% | +3.7% | -21.6% | -18.6% |
| 3M | -30.4% | -3.3% | -27.2% | -30.0% |
| 6M | -11.4% | +29.6% | -41.1% | -16.6% |
| YTD | +48.8% | +60.3% | -11.5% | +33.2% |
| 1Y | +66.0% | +63.4% | +2.6% | +48.0% |
| 3Y | +158.8% | +53.8% | +105.0% | +129.5% |
| 5Y | +153.2% | +29.0% | +124.2% | +126.6% |
| All | +153.2% | +27.9% | +125.3% | +126.6% |
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