+72.9%
BAC vs CLBK
+43.5%
+29.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.7% |
| 30D | -0.7% | +7.8% | -8.5% | -3.6% |
| 3M | +16.9% | +23.9% | -6.9% | +7.2% |
| 6M | +29.6% | +42.3% | -12.7% | +12.5% |
| YTD | +15.3% | +65.4% | -50.1% | -5.9% |
| 1Y | +28.8% | +70.3% | -41.5% | +3.4% |
| 3Y | +136.4% | +54.5% | +81.9% | +93.6% |
| 5Y | +72.9% | +43.1% | +29.8% | +34.1% |
| All | +72.9% | +43.5% | +29.4% | +34.1% |
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