-16.1%
MCD vs CLBK
+70.4%
-86.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.0% | +1.1% | -3.2% | -2.2% |
| 30D | -6.1% | +7.8% | -13.9% | -7.0% |
| 3M | -7.3% | +23.9% | -31.1% | -9.8% |
| 6M | -20.9% | +42.3% | -63.3% | -24.3% |
| YTD | -14.7% | +65.4% | -80.1% | -19.7% |
| 1Y | -16.1% | +70.3% | -86.4% | -21.6% |
| All | -16.1% | +70.4% | -86.6% | -21.6% |
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