+190.9%
AMGN vs CLBK
+66.9%
+124.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -9.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.5% |
| 30D | -3.8% | +7.8% | -11.5% | -5.4% |
| 3M | +14.4% | +23.9% | -9.5% | +8.8% |
| 6M | +7.8% | +42.3% | -34.5% | -0.7% |
| YTD | +22.6% | +65.4% | -42.8% | +9.0% |
| 1Y | +44.2% | +70.3% | -26.1% | +27.0% |
| 3Y | +65.8% | +54.5% | +11.3% | +46.3% |
| 5Y | +108.0% | +43.1% | +64.9% | +79.4% |
| All | +190.9% | +66.9% | +124.0% | +139.9% |
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