+91.0%
AMGN vs CLBK
+54.0%
+37.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +9.3% | +3.4% | +5.9% | +8.7% |
| 3M | +12.1% | -4.3% | +16.4% | +12.8% |
| 6M | +40.3% | +28.4% | +11.9% | +33.8% |
| YTD | +45.2% | +59.4% | -14.2% | +33.4% |
| 1Y | +42.4% | +64.8% | -22.4% | +30.1% |
| 3Y | +91.0% | +50.6% | +40.4% | +75.0% |
| All | +91.0% | +54.0% | +37.1% | +75.0% |
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 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