+678.6%
AU vs CLBK
+43.5%
+635.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -4.3% |
| 30D | +7.3% | -1.0% | +8.3% | +7.3% |
| 3M | +26.3% | +22.9% | +3.4% | +27.0% |
| 6M | +1.8% | +44.2% | -42.4% | +2.8% |
| YTD | +26.8% | +64.0% | -37.2% | +29.0% |
| 1Y | +66.7% | +65.7% | +1.0% | +70.0% |
| 3Y | +579.1% | +54.1% | +525.0% | +593.7% |
| All | +678.6% | +43.5% | +635.2% | +753.4% |
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