+162.3%
MAR vs CLBK
+67.9%
+94.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +1.2% | -5.4% | -4.6% |
| 30D | -6.7% | +9.1% | -15.8% | -10.1% |
| 3M | -12.5% | +27.7% | -40.2% | -21.4% |
| 6M | +0.6% | +40.8% | -40.3% | -13.4% |
| YTD | +9.1% | +66.4% | -57.3% | -13.0% |
| 1Y | +26.2% | +72.4% | -46.2% | -1.2% |
| 3Y | +68.2% | +50.7% | +17.5% | +34.9% |
| 5Y | +163.9% | +42.9% | +121.0% | +97.2% |
| All | +162.3% | +67.9% | +94.4% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling