-3.8%
AS vs CLBK
+62.6%
-66.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -3.6% | +2.5% | -6.1% | -4.3% |
| 30D | +3.4% | +3.7% | -0.3% | +2.4% |
| 3M | -8.6% | -3.3% | -5.3% | -7.8% |
| 6M | -10.0% | +29.6% | -39.7% | -19.6% |
| YTD | -19.2% | +60.3% | -79.4% | -31.4% |
| 1Y | -3.8% | +63.4% | -67.2% | -17.5% |
| All | -3.8% | +62.6% | -66.4% | -17.5% |
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