+116.4%
MCD vs CLBK
+62.9%
+53.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | +5.9% | +1.8% | +4.2% | +5.6% |
| 30D | +19.6% | +5.1% | +14.6% | +18.6% |
| 3M | +3.3% | +5.2% | -1.9% | +2.2% |
| 6M | +3.5% | +28.6% | -25.1% | -1.3% |
| YTD | -6.1% | +61.4% | -67.5% | -14.3% |
| 1Y | -3.7% | +64.7% | -68.4% | -12.5% |
| 3Y | +13.4% | +55.1% | -41.8% | +1.7% |
| 5Y | +25.2% | +28.4% | -3.2% | +13.1% |
| All | +116.4% | +62.9% | +53.5% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling