+96.6%
MCD vs CLBK
+67.9%
+28.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -6.0% | +9.1% | -15.1% | -7.5% |
| 3M | -5.6% | +27.7% | -33.3% | -9.8% |
| 6M | -21.9% | +40.8% | -62.7% | -26.7% |
| YTD | -14.7% | +66.4% | -81.1% | -22.6% |
| 1Y | -17.3% | +72.4% | -89.6% | -25.6% |
| 3Y | -2.2% | +50.7% | -52.8% | -11.5% |
| 5Y | +20.3% | +42.9% | -22.6% | +4.7% |
| All | +96.6% | +67.9% | +28.7% | +65.0% |
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