+45.2%
ASML vs CLBK
+62.6%
-17.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.8% |
| 30D | -12.7% | +3.7% | -16.4% | -13.3% |
| 3M | -17.2% | -3.3% | -13.9% | -16.3% |
| 6M | -1.3% | +29.6% | -31.0% | -8.1% |
| YTD | +40.8% | +60.3% | -19.5% | +27.0% |
| 1Y | +45.2% | +63.4% | -18.2% | +32.5% |
| All | +45.2% | +62.6% | -17.4% | +32.5% |
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