-58.3%
BAX vs CLBK
+64.7%
-123.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -5.1% | -1.5% | -3.6% | -4.7% |
| 30D | -12.2% | +6.7% | -18.8% | -13.8% |
| 3M | +21.8% | +21.2% | +0.7% | +15.3% |
| 6M | +36.3% | +42.0% | -5.7% | +23.7% |
| YTD | +27.8% | +63.3% | -35.5% | +11.3% |
| 1Y | -0.1% | +65.4% | -65.4% | -13.5% |
| 3Y | -33.3% | +52.5% | -85.8% | -42.6% |
| 5Y | -67.1% | +42.0% | -109.1% | -71.6% |
| All | -58.3% | +64.7% | -123.1% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling