+156.5%
MAR vs CLBK
+65.6%
+90.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -5.7% | +4.5% | -10.2% | -7.5% |
| 3M | -14.6% | +22.8% | -37.4% | -22.0% |
| 6M | +1.3% | +43.4% | -42.1% | -13.4% |
| YTD | +6.7% | +64.1% | -57.4% | -14.4% |
| 1Y | +26.4% | +67.6% | -41.1% | +0.2% |
| 3Y | +64.7% | +53.3% | +11.5% | +31.0% |
| 5Y | +153.1% | +44.8% | +108.2% | +86.5% |
| All | +156.5% | +65.6% | +90.9% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling