+29.9%
MCHP vs CLBK
+65.7%
-35.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | -5.4% | +4.6% | -10.0% | -6.2% |
| 30D | -7.5% | -1.5% | -6.0% | -7.2% |
| 3M | -6.0% | +4.4% | -10.4% | -6.7% |
| 6M | -20.1% | +31.7% | -51.7% | -26.0% |
| YTD | +20.2% | +58.7% | -38.5% | +1.7% |
| 1Y | +29.9% | +64.9% | -34.9% | +3.4% |
| All | +29.9% | +65.7% | -35.8% | +3.4% |
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