-27.9%
BAH vs CLBK
+67.6%
-95.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -1.3% | -1.5% | +0.1% | -1.2% |
| 30D | -6.6% | +6.7% | -13.3% | -7.4% |
| 3M | -7.2% | +21.2% | -28.3% | -10.0% |
| 6M | -10.0% | +42.0% | -52.0% | -14.6% |
| YTD | -12.5% | +63.3% | -75.7% | -18.7% |
| 1Y | -27.9% | +65.4% | -93.3% | -33.7% |
| All | -27.9% | +67.6% | -95.5% | -33.7% |
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