-34.6%
BA vs CLBK
+67.9%
-102.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +1.2% | -0.1% | +0.6% |
| 30D | -11.6% | +9.1% | -20.8% | -15.4% |
| 3M | -2.4% | +27.7% | -30.1% | -13.8% |
| 6M | -6.6% | +40.8% | -47.5% | -21.3% |
| YTD | -2.2% | +66.4% | -68.6% | -24.6% |
| 1Y | -8.0% | +72.4% | -80.4% | -30.9% |
| 3Y | -5.0% | +50.7% | -55.7% | -27.7% |
| 5Y | -2.7% | +42.9% | -45.6% | -34.5% |
| All | -34.6% | +67.9% | -102.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling