-66.9%
BAX vs CLBK
+43.5%
-110.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -2.4% | +1.1% | -3.6% | -2.7% |
| 30D | -9.7% | +7.8% | -17.5% | -11.4% |
| 3M | +29.3% | +23.9% | +5.4% | +22.6% |
| 6M | +40.7% | +42.3% | -1.7% | +29.3% |
| YTD | +30.3% | +65.4% | -35.1% | +15.4% |
| 1Y | +3.4% | +70.3% | -66.9% | -9.2% |
| 3Y | -32.0% | +54.5% | -86.5% | -40.4% |
| 5Y | -66.9% | +43.1% | -110.0% | -69.3% |
| All | -66.9% | +43.5% | -110.4% | -69.3% |
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