+44.6%
AU vs CLBK
+65.7%
-21.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +7.8% |
| 7D | +0.8% | +4.6% | -3.8% | 0.0% |
| 30D | -7.0% | -1.5% | -5.5% | -6.5% |
| 3M | +8.5% | +4.4% | +4.2% | +8.0% |
| 6M | -1.3% | +31.7% | -32.9% | -7.3% |
| YTD | +6.8% | +58.7% | -51.9% | -0.5% |
| 1Y | +44.6% | +64.9% | -20.2% | +36.6% |
| All | +44.6% | +65.7% | -21.1% | +36.6% |
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 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