-10.2%
BBWI vs CLBK
+67.9%
-78.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | +1.2% | +0.3% | +0.8% |
| 30D | -5.2% | +9.1% | -14.3% | -9.9% |
| 3M | +11.1% | +27.7% | -16.6% | -3.4% |
| 6M | -13.4% | +40.8% | -54.2% | -28.8% |
| YTD | +0.1% | +66.4% | -66.3% | -25.5% |
| 1Y | -36.1% | +72.4% | -108.5% | -53.8% |
| 3Y | -44.1% | +50.7% | -94.8% | -57.7% |
| 5Y | -66.2% | +42.9% | -109.2% | -76.9% |
| All | -10.2% | +67.9% | -78.1% | -50.1% |
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