+133.9%
ASML vs CLBK
+54.0%
+79.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | -9.3% | +3.4% | -12.7% | -9.9% |
| 3M | -19.0% | -4.3% | -14.7% | -18.2% |
| 6M | -5.2% | +28.4% | -33.6% | -10.5% |
| YTD | +40.6% | +59.4% | -18.8% | +26.7% |
| 1Y | +47.5% | +64.8% | -17.3% | +32.0% |
| 3Y | +133.9% | +50.6% | +83.3% | +108.3% |
| All | +133.9% | +54.0% | +79.9% | +108.3% |
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