-0.9%
BA vs CLBK
+42.8%
-43.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +1.2% | -0.1% | +0.9% |
| 30D | -11.6% | +9.1% | -20.8% | -13.3% |
| 3M | -2.4% | +27.7% | -30.1% | -7.6% |
| 6M | -6.6% | +40.8% | -47.5% | -13.5% |
| YTD | -2.2% | +66.4% | -68.6% | -12.7% |
| 1Y | -8.0% | +72.4% | -80.4% | -18.8% |
| 3Y | -5.0% | +50.7% | -55.7% | -15.5% |
| All | -0.9% | +42.8% | -43.7% | -21.9% |
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