+174.6%
MET vs CLBK
+67.9%
+106.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +1.2% | -0.1% | +0.5% |
| 30D | +1.4% | +9.1% | -7.7% | -3.4% |
| 3M | +17.7% | +27.7% | -10.0% | +2.5% |
| 6M | +35.0% | +40.8% | -5.8% | +11.4% |
| YTD | +26.3% | +66.4% | -40.1% | -5.3% |
| 1Y | +22.8% | +72.4% | -49.6% | -10.4% |
| 3Y | +65.9% | +50.7% | +15.3% | +24.8% |
| 5Y | +85.4% | +42.9% | +42.4% | +28.3% |
| All | +174.6% | +67.9% | +106.7% | +70.3% |
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