-34.5%
BBWI vs CLBK
+67.6%
-102.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -5.8% |
| 7D | -4.4% | -1.5% | -3.0% | -3.9% |
| 30D | -7.4% | +6.7% | -14.1% | -9.4% |
| 3M | -2.2% | +21.2% | -23.4% | -9.3% |
| 6M | -16.3% | +42.0% | -58.3% | -26.3% |
| YTD | -9.1% | +63.3% | -72.4% | -22.0% |
| 1Y | -34.5% | +65.4% | -99.9% | -42.0% |
| All | -34.5% | +67.6% | -102.1% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling