+7.2%
BAH vs CLBK
+27.8%
-20.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +20.8% | +3.4% | +17.4% | +20.2% |
| 3M | +11.6% | -4.3% | +15.8% | +12.2% |
| 6M | +23.1% | +28.4% | -5.3% | +18.3% |
| YTD | +5.3% | +59.4% | -54.1% | -2.3% |
| 1Y | +6.1% | +64.8% | -58.7% | -2.0% |
| 3Y | -27.5% | +50.6% | -78.1% | -33.3% |
| All | +7.2% | +27.8% | -20.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling