+34.7%
MAS vs CLBK
+62.3%
-27.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | +4.6% | +2.5% | +2.0% | +3.7% |
| 30D | +19.9% | -1.2% | +21.0% | +20.3% |
| 3M | +8.9% | +2.6% | +6.3% | +7.3% |
| 6M | +20.2% | +26.5% | -6.3% | +7.8% |
| YTD | +33.9% | +56.4% | -22.5% | +10.9% |
| 1Y | +34.7% | +58.8% | -24.1% | +10.9% |
| All | +34.7% | +62.3% | -27.6% | +10.9% |
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