+6.4%
BAH vs CLBK
+65.7%
-59.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +5.8% | +4.6% | +1.2% | +4.9% |
| 30D | +28.7% | -1.5% | +30.2% | +28.8% |
| 3M | +20.9% | +4.4% | +16.5% | +19.8% |
| 6M | +15.2% | +31.7% | -16.5% | +8.3% |
| YTD | +7.1% | +58.7% | -51.6% | -4.8% |
| 1Y | +6.4% | +64.9% | -58.5% | -6.5% |
| All | +6.4% | +65.7% | -59.4% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling