-27.3%
BAH vs CLBK
+54.8%
-82.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.6% | +2.5% | -5.0% | -2.9% |
| 30D | +20.4% | +3.7% | +16.7% | +19.8% |
| 3M | +11.9% | -3.3% | +15.1% | +12.2% |
| 6M | +17.1% | +29.6% | -12.5% | +12.9% |
| YTD | +5.5% | +60.3% | -54.7% | -1.2% |
| 1Y | +5.6% | +63.4% | -57.8% | -1.3% |
| All | -27.3% | +54.8% | -82.1% | -33.1% |
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 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