-46.2%
BA vs CLBK
+63.6%
-109.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +2.2% | -3.5% | -2.4% |
| 30D | -7.9% | +5.0% | -12.9% | -10.0% |
| 3M | -25.2% | +3.3% | -28.4% | -26.5% |
| 6M | -26.7% | +29.6% | -56.3% | -35.9% |
| YTD | -19.6% | +62.1% | -81.7% | -37.3% |
| 1Y | -10.6% | +64.3% | -74.9% | -31.0% |
| 3Y | -11.2% | +55.6% | -66.9% | -33.9% |
| 5Y | -20.4% | +29.3% | -49.7% | -41.4% |
| All | -46.2% | +63.6% | -109.8% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling