+96.7%
BAC vs CLBK
+54.5%
+42.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.1% | +2.9% | -0.8% | +1.0% |
| 30D | -6.7% | +5.4% | -12.1% | -8.6% |
| 3M | -20.2% | +5.8% | -26.0% | -22.1% |
| 6M | -0.2% | +28.9% | -29.1% | -10.4% |
| YTD | -6.4% | +61.8% | -68.2% | -23.6% |
| 1Y | -3.1% | +63.1% | -66.2% | -21.4% |
| 3Y | +96.7% | +55.3% | +41.4% | +59.8% |
| All | +96.7% | +54.5% | +42.3% | +59.8% |
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