-46.6%
BA vs CLBK
+63.3%
-109.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | +2.9% | -2.9% | -1.3% |
| 30D | -8.9% | +5.4% | -14.3% | -11.2% |
| 3M | -25.5% | +5.8% | -31.3% | -27.7% |
| 6M | -27.0% | +28.9% | -55.9% | -35.9% |
| YTD | -20.1% | +61.8% | -82.0% | -37.7% |
| 1Y | -11.0% | +63.1% | -74.1% | -31.1% |
| 3Y | -11.8% | +55.3% | -67.2% | -34.3% |
| 5Y | -20.6% | +28.0% | -48.6% | -41.1% |
| All | -46.6% | +63.3% | -109.9% | -67.0% |
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