+7.7%
AS vs CLBK
+63.6%
-55.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +1.0% | +2.5% |
| 7D | +5.8% | +1.8% | +4.0% | +5.3% |
| 30D | +15.4% | +5.1% | +10.3% | +13.8% |
| 3M | -11.9% | +5.2% | -17.1% | -13.6% |
| 6M | -9.9% | +28.6% | -38.5% | -18.9% |
| YTD | -13.1% | +61.4% | -74.5% | -25.9% |
| All | +7.7% | +63.6% | -55.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling