+120.4%
AS vs CLBK
+43.1%
+77.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -19.6% | +9.1% | -28.7% | -22.1% |
| 3M | -14.4% | +27.7% | -42.1% | -21.6% |
| 6M | -20.1% | +40.8% | -61.0% | -29.3% |
| YTD | -20.9% | +66.4% | -87.3% | -33.8% |
| 1Y | -21.9% | +72.4% | -94.2% | -35.4% |
| All | +120.4% | +43.1% | +77.3% | +84.7% |
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