+37.5%
MAS vs CLBK
+62.6%
-25.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.3% |
| 30D | +21.6% | +3.7% | +17.9% | +20.1% |
| 3M | +14.1% | -3.3% | +17.4% | +15.2% |
| 6M | +22.6% | +29.6% | -7.0% | +9.0% |
| YTD | +35.4% | +60.3% | -24.8% | +11.1% |
| 1Y | +37.5% | +63.4% | -25.9% | +11.0% |
| All | +37.5% | +62.6% | -25.1% | +11.0% |
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