-9.0%
BDX vs CLBK
+51.6%
-60.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -3.6% | -1.5% | -2.1% | -3.4% |
| 30D | +0.7% | +6.7% | -6.0% | 0.0% |
| 3M | +19.0% | +21.2% | -2.2% | +16.6% |
| 6M | +10.8% | +42.0% | -31.2% | +7.0% |
| YTD | +20.1% | +63.3% | -43.1% | +14.5% |
| 1Y | +23.1% | +65.4% | -42.3% | +17.2% |
| All | -9.0% | +51.6% | -60.5% | -11.9% |
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