-43.4%
BBWI vs CLBK
+55.4%
-98.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +1.6% | +1.1% | +0.4% | +1.0% |
| 30D | -6.2% | +7.8% | -14.0% | -9.7% |
| 3M | +4.3% | +23.9% | -19.5% | -6.5% |
| 6M | -7.2% | +42.3% | -49.5% | -22.5% |
| YTD | -3.0% | +65.4% | -68.4% | -25.0% |
| 1Y | -30.8% | +70.3% | -101.1% | -47.6% |
| 3Y | -43.4% | +54.5% | -97.9% | -57.2% |
| All | -43.4% | +55.4% | -98.8% | -57.2% |
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 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