-19.0%
BAX vs CLBK
+54.0%
-73.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +4.1% | +3.4% | +0.7% | +3.4% |
| 3M | -4.5% | -4.3% | -0.3% | -3.8% |
| 6M | +49.2% | +28.4% | +20.9% | +41.4% |
| YTD | +35.2% | +59.4% | -24.2% | +22.9% |
| 1Y | +38.3% | +64.8% | -26.5% | +24.9% |
| 3Y | -19.0% | +50.6% | -69.6% | -26.0% |
| All | -19.0% | +54.0% | -73.0% | -26.0% |
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