+85.5%
BWA vs CLBK
+43.5%
+42.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -1.5% | +0.1% | -0.9% |
| 30D | -2.9% | -1.0% | -1.9% | -2.6% |
| 3M | -10.7% | +22.9% | -33.6% | -16.8% |
| 6M | +26.5% | +44.2% | -17.7% | +11.8% |
| YTD | +49.1% | +64.0% | -14.9% | +26.0% |
| 1Y | +52.1% | +65.7% | -13.6% | +27.7% |
| 3Y | +72.6% | +54.1% | +18.5% | +45.5% |
| All | +85.5% | +43.5% | +42.0% | +44.8% |
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