+70.1%
BWA vs CLBK
+52.3%
+17.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -5.5% | +4.5% | -10.0% | -7.1% |
| 3M | -7.6% | +22.8% | -30.4% | -14.7% |
| 6M | +25.0% | +43.4% | -18.5% | +8.6% |
| YTD | +47.0% | +64.1% | -17.2% | +20.6% |
| 1Y | +54.0% | +67.6% | -13.6% | +24.9% |
| All | +70.1% | +52.3% | +17.7% | +39.9% |
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