+43.5%
MAS vs CLBK
+25.9%
+17.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | +4.6% | +2.5% | +2.0% | +3.7% |
| 30D | +19.9% | -1.2% | +21.0% | +20.4% |
| 3M | +8.9% | +2.6% | +6.3% | +7.7% |
| 6M | +20.2% | +26.5% | -6.3% | +10.6% |
| YTD | +33.9% | +56.4% | -22.5% | +14.7% |
| 1Y | +34.7% | +58.8% | -24.1% | +14.7% |
| 3Y | +60.4% | +43.3% | +17.1% | +37.9% |
| 5Y | +43.5% | +24.0% | +19.4% | +22.9% |
| All | +43.5% | +25.9% | +17.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling