+67.5%
MA vs CLBK
+43.5%
+24.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +1.4% | +7.8% | -6.4% | 0.0% |
| 3M | +17.7% | +23.9% | -6.1% | +13.0% |
| 6M | +9.7% | +42.3% | -32.6% | +2.5% |
| YTD | +0.5% | +65.4% | -64.9% | -8.8% |
| 1Y | -2.1% | +70.3% | -72.4% | -11.8% |
| 3Y | +40.1% | +54.5% | -14.4% | +26.4% |
| 5Y | +67.5% | +43.1% | +24.4% | +43.4% |
| All | +67.5% | +43.5% | +24.0% | +43.4% |
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