+42.2%
MAS vs CLBK
+63.6%
-21.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.7% |
| 7D | +3.3% | +1.8% | +1.5% | +2.7% |
| 30D | +25.5% | +5.1% | +20.4% | +23.4% |
| 3M | +11.8% | +5.2% | +6.6% | +9.2% |
| 6M | +21.3% | +28.6% | -7.2% | +8.4% |
| YTD | +37.7% | +61.4% | -23.7% | +13.0% |
| All | +42.2% | +63.6% | -21.4% | +16.4% |
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