+96.0%
MA vs CLBK
+28.0%
+68.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | +11.3% | +5.1% | +6.2% | +10.3% |
| 3M | +16.7% | +5.2% | +11.5% | +15.5% |
| 6M | +32.8% | +28.6% | +4.2% | +26.6% |
| YTD | +15.6% | +61.4% | -45.8% | +5.6% |
| 1Y | +19.6% | +64.7% | -45.1% | +8.8% |
| 3Y | +72.1% | +55.1% | +17.0% | +55.7% |
| 5Y | +96.0% | +28.4% | +67.7% | +75.1% |
| All | +96.0% | +28.0% | +68.0% | +75.1% |
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