+134.9%
AS vs CLBK
+35.9%
+99.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | +16.0% | +2.9% | +13.1% | +14.9% |
| 3M | -12.8% | +3.0% | -15.8% | -14.0% |
| 6M | -15.4% | +27.3% | -42.7% | -22.6% |
| YTD | -15.7% | +58.0% | -73.7% | -28.3% |
| 1Y | +6.1% | +62.4% | -56.3% | -10.6% |
| All | +134.9% | +35.9% | +99.0% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling