+10.5%
MCD vs CLBK
+44.9%
-34.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +7.1% | +0.6% | +6.5% | +7.1% |
| 30D | +19.8% | +2.9% | +16.9% | +19.5% |
| 3M | +0.8% | +3.0% | -2.1% | +0.5% |
| 6M | -1.3% | +27.3% | -28.6% | -3.2% |
| YTD | -7.8% | +58.0% | -65.7% | -11.0% |
| 1Y | -5.0% | +62.4% | -67.3% | -8.5% |
| 3Y | +10.5% | +46.9% | -36.4% | +6.8% |
| All | +10.5% | +44.9% | -34.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling