+152.5%
BAC vs CLBK
+67.9%
+84.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +1.2% | -0.1% | +0.4% |
| 30D | -0.4% | +9.1% | -9.5% | -5.4% |
| 3M | +16.9% | +27.7% | -10.8% | +1.0% |
| 6M | +26.6% | +40.8% | -14.2% | +3.2% |
| YTD | +15.8% | +66.4% | -50.6% | -14.8% |
| 1Y | +27.2% | +72.4% | -45.2% | -9.3% |
| 3Y | +132.4% | +50.7% | +81.7% | +72.4% |
| 5Y | +72.6% | +42.9% | +29.6% | +18.3% |
| All | +152.5% | +67.9% | +84.6% | +53.0% |
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