-2.2%
MA vs CLBK
+73.3%
-75.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +1.5% | +9.1% | -7.6% | -0.3% |
| 3M | +20.4% | +27.7% | -7.3% | +14.3% |
| 6M | +11.1% | +40.8% | -29.7% | +3.0% |
| YTD | +2.0% | +66.4% | -64.4% | -8.6% |
| 1Y | -2.2% | +72.4% | -74.5% | -14.0% |
| All | -2.2% | +73.3% | -75.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling