+41.0%
MAS vs CLBK
+24.6%
+16.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +2.0% | +0.6% | +1.3% | +1.8% |
| 30D | +19.4% | +2.9% | +16.5% | +18.3% |
| 3M | +9.4% | +3.0% | +6.5% | +8.1% |
| 6M | +15.3% | +27.3% | -12.0% | +5.9% |
| YTD | +31.3% | +58.0% | -26.7% | +12.1% |
| 1Y | +34.9% | +62.4% | -27.5% | +14.0% |
| 3Y | +58.6% | +46.9% | +11.7% | +35.4% |
| All | +41.0% | +24.6% | +16.4% | +20.3% |
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 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