+92.7%
ASML vs CLBK
+27.8%
+65.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.5% | +2.2% | +0.4% | +2.2% |
| 30D | -12.2% | +5.0% | -17.2% | -13.0% |
| 3M | -14.6% | +3.3% | -17.9% | -15.2% |
| 6M | -1.7% | +29.6% | -31.3% | -6.7% |
| YTD | +44.3% | +62.1% | -17.8% | +31.3% |
| 1Y | +51.0% | +64.3% | -13.3% | +37.0% |
| 3Y | +137.6% | +55.6% | +82.0% | +113.9% |
| 5Y | +92.7% | +29.3% | +63.5% | +77.3% |
| All | +92.7% | +27.8% | +65.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling