+133.7%
AS vs CLBK
+34.5%
+99.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.8% |
| 7D | +7.1% | +2.5% | +4.6% | +6.3% |
| 30D | +12.8% | -1.2% | +14.0% | +13.2% |
| 3M | -14.7% | +2.6% | -17.3% | -15.8% |
| 6M | -9.9% | +26.5% | -36.4% | -17.5% |
| YTD | -16.1% | +56.4% | -72.6% | -28.4% |
| 1Y | +0.2% | +58.8% | -58.6% | -15.0% |
| All | +133.7% | +34.5% | +99.2% | +99.6% |
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