-21.4%
BBWI vs CLBK
+54.0%
-75.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +12.9% | +3.4% | +9.5% | +11.2% |
| 3M | +16.0% | -4.3% | +20.3% | +18.3% |
| 6M | +16.6% | +28.4% | -11.7% | +2.7% |
| YTD | +9.7% | +59.4% | -49.7% | -13.1% |
| 1Y | +1.5% | +64.8% | -63.3% | -21.2% |
| 3Y | -21.4% | +50.6% | -71.9% | -38.6% |
| All | -21.4% | +54.0% | -75.3% | -38.6% |
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