-31.5%
BAH vs CLBK
+55.4%
-86.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -4.3% | +1.1% | -5.5% | -4.5% |
| 30D | -4.5% | +7.8% | -12.2% | -5.4% |
| 3M | -7.6% | +23.9% | -31.5% | -10.3% |
| 6M | -10.6% | +42.3% | -52.9% | -14.9% |
| YTD | -12.6% | +65.4% | -78.0% | -18.5% |
| 1Y | -27.0% | +70.3% | -97.3% | -32.3% |
| 3Y | -31.5% | +54.5% | -85.9% | -37.0% |
| All | -31.5% | +55.4% | -86.9% | -37.0% |
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 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