+18.4%
AMCR vs CLBK
+66.9%
-48.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.8% | +1.1% | -3.0% | -2.2% |
| 30D | -6.0% | +7.8% | -13.8% | -8.4% |
| 3M | +18.9% | +23.9% | -4.9% | +10.5% |
| 6M | +5.7% | +42.3% | -36.7% | -6.2% |
| YTD | +11.1% | +65.4% | -54.3% | -6.2% |
| 1Y | +12.7% | +70.3% | -57.6% | -6.2% |
| 3Y | +9.6% | +54.5% | -44.9% | -8.9% |
| 5Y | -10.3% | +43.1% | -53.4% | -28.5% |
| All | +18.4% | +66.9% | -48.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling