+61.5%
BWA vs CLBK
+66.9%
-5.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +4.3% | +1.1% | +3.2% | +3.8% |
| 30D | -2.9% | +7.8% | -10.7% | -6.2% |
| 3M | -12.4% | +23.9% | -36.3% | -20.8% |
| 6M | +28.6% | +42.3% | -13.8% | +9.2% |
| YTD | +48.2% | +65.4% | -17.2% | +17.0% |
| 1Y | +50.9% | +70.3% | -19.4% | +17.0% |
| 3Y | +72.2% | +54.5% | +17.7% | +35.1% |
| 5Y | +91.1% | +43.1% | +48.0% | +42.8% |
| All | +61.5% | +66.9% | -5.4% | +10.7% |
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