+14.0%
BDX vs CLBK
+66.9%
-52.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.4% |
| 30D | +1.3% | +7.8% | -6.5% | +0.1% |
| 3M | +20.2% | +23.9% | -3.6% | +16.4% |
| 6M | +8.6% | +42.3% | -33.7% | +3.0% |
| YTD | +19.0% | +65.4% | -46.4% | +10.2% |
| 1Y | +21.2% | +70.3% | -49.2% | +11.6% |
| 3Y | -9.7% | +54.5% | -64.2% | -16.6% |
| 5Y | -3.4% | +43.1% | -46.5% | -11.7% |
| All | +14.0% | +66.9% | -52.9% | -2.9% |
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 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