-47.1%
BA vs CLBK
+61.7%
-108.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -0.6% | +2.5% | -3.0% | -1.7% |
| 30D | -8.0% | +3.7% | -11.7% | -9.6% |
| 3M | -25.8% | -3.3% | -22.5% | -24.7% |
| 6M | -27.6% | +29.6% | -57.2% | -36.6% |
| YTD | -21.0% | +60.3% | -81.3% | -38.0% |
| 1Y | -12.3% | +63.4% | -75.7% | -32.1% |
| 3Y | -12.8% | +53.8% | -66.6% | -34.7% |
| 5Y | -22.4% | +29.0% | -51.3% | -43.1% |
| All | -47.1% | +61.7% | -108.9% | -67.2% |
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