+48.4%
MAR vs CLBK
+63.8%
-15.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +13.8% | +3.4% | +10.4% | +13.0% |
| 3M | +20.3% | -4.3% | +24.6% | +21.6% |
| 6M | +21.3% | +28.4% | -7.0% | +12.2% |
| YTD | +37.2% | +59.4% | -22.2% | +19.5% |
| 1Y | +48.4% | +64.8% | -16.4% | +25.4% |
| All | +48.4% | +63.8% | -15.4% | +25.4% |
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 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