-2.6%
BDX vs CLBK
+41.8%
-44.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -5.4% | -1.4% | -4.0% | -5.3% |
| 30D | -2.2% | +4.5% | -6.7% | -2.6% |
| 3M | +20.1% | +22.8% | -2.7% | +17.6% |
| 6M | +9.1% | +43.4% | -34.4% | +5.2% |
| YTD | +17.9% | +64.1% | -46.2% | +12.2% |
| 1Y | +22.1% | +67.6% | -45.5% | +15.9% |
| 3Y | -10.5% | +53.3% | -63.8% | -14.6% |
| 5Y | -2.6% | +44.8% | -47.4% | -4.8% |
| All | -2.6% | +41.8% | -44.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling