-16.2%
BA vs CLBK
+54.0%
-70.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -7.1% | +3.4% | -10.5% | -7.9% |
| 3M | -25.5% | -4.3% | -21.3% | -24.8% |
| 6M | -28.7% | +28.4% | -57.1% | -33.1% |
| YTD | -21.0% | +59.4% | -80.4% | -29.7% |
| 1Y | -11.9% | +64.8% | -76.7% | -22.4% |
| 3Y | -16.2% | +50.6% | -66.7% | -26.6% |
| All | -16.2% | +54.0% | -70.1% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling