+264.6%
AMD vs CLBK
+27.8%
+236.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.2% | -8.6% |
| 7D | +18.9% | +0.9% | +18.0% | +18.7% |
| 30D | -6.4% | +3.4% | -9.8% | -7.2% |
| 3M | +10.6% | -4.3% | +14.8% | +11.7% |
| 6M | +19.9% | +28.4% | -8.5% | +12.1% |
| YTD | +149.4% | +59.4% | +90.0% | +119.3% |
| 1Y | +115.4% | +64.8% | +50.6% | +87.3% |
| 3Y | +357.3% | +50.6% | +306.7% | +297.4% |
| All | +264.6% | +27.8% | +236.8% | +219.7% |
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