+57.7%
AMGN vs CLBK
+52.2%
+5.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -1.5% | -12.2% | -13.5% |
| 30D | -8.8% | -1.0% | -7.8% | -8.6% |
| 3M | +7.2% | +22.9% | -15.7% | +3.1% |
| 6M | +1.3% | +44.2% | -42.9% | -5.5% |
| YTD | +17.6% | +64.0% | -46.3% | +7.5% |
| 1Y | +37.2% | +65.7% | -28.5% | +24.8% |
| 3Y | +57.7% | +54.1% | +3.7% | +43.2% |
| All | +57.7% | +52.2% | +5.5% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling