-26.4%
BA vs CLBK
+27.8%
-54.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 3M | -25.5% | -4.3% | -21.3% | -24.9% |
| 6M | -28.7% | +28.4% | -57.1% | -32.5% |
| YTD | -21.0% | +59.4% | -80.4% | -28.6% |
| 1Y | -11.9% | +64.8% | -76.7% | -21.0% |
| 3Y | -16.2% | +50.6% | -66.7% | -25.0% |
| All | -26.4% | +27.8% | -54.2% | -39.1% |
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