-55.9%
BAX vs CLBK
+67.9%
-123.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +1.2% | -2.4% | -1.5% |
| 30D | -5.5% | +9.1% | -14.6% | -7.8% |
| 3M | +33.5% | +27.7% | +5.9% | +24.6% |
| 6M | +35.9% | +40.8% | -5.0% | +23.5% |
| YTD | +35.4% | +66.4% | -31.0% | +17.3% |
| 1Y | +9.8% | +72.4% | -62.6% | -6.1% |
| 3Y | -32.7% | +50.7% | -83.4% | -41.8% |
| 5Y | -65.6% | +42.9% | -108.5% | -70.3% |
| All | -55.9% | +67.9% | -123.8% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling