-2.8%
MCHP vs CLBK
+52.3%
-55.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -11.1% | +4.5% | -15.6% | -12.8% |
| 3M | -18.1% | +22.8% | -40.9% | -25.5% |
| 6M | +10.8% | +43.4% | -32.7% | -6.2% |
| YTD | +14.2% | +64.1% | -49.9% | -9.7% |
| 1Y | +13.5% | +67.6% | -54.1% | -11.3% |
| All | -2.8% | +52.3% | -55.2% | -25.0% |
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 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