-29.9%
BAX vs CLBK
+57.4%
-87.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +1.2% | -2.4% | -1.4% |
| 30D | -5.5% | +9.1% | -14.6% | -7.2% |
| 3M | +33.5% | +27.7% | +5.9% | +26.7% |
| 6M | +35.9% | +40.8% | -5.0% | +26.4% |
| YTD | +35.4% | +66.4% | -31.0% | +21.9% |
| 1Y | +9.8% | +72.4% | -62.6% | -2.0% |
| All | -29.9% | +57.4% | -87.3% | -37.7% |
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 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