+533.4%
MCK vs CLBK
+65.5%
+467.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -1.5% | -1.5% | -2.7% |
| 30D | +0.4% | -1.0% | +1.5% | +0.6% |
| 3M | +12.1% | +22.9% | -10.8% | +7.9% |
| 6M | -5.4% | +44.2% | -49.6% | -11.6% |
| YTD | +7.8% | +64.0% | -56.2% | -2.0% |
| 1Y | +22.9% | +65.7% | -42.7% | +11.2% |
| 3Y | +110.7% | +54.1% | +56.7% | +87.0% |
| 5Y | +346.2% | +44.7% | +301.5% | +273.9% |
| All | +533.4% | +65.5% | +467.9% | +401.0% |
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