-23.3%
MKC vs CLBK
+73.3%
-96.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.9% | +1.2% | -7.1% | -6.0% |
| 30D | -0.9% | +9.1% | -10.0% | -1.6% |
| 3M | +12.7% | +27.7% | -15.0% | +10.4% |
| 6M | -19.3% | +40.8% | -60.1% | -21.2% |
| YTD | -22.2% | +66.4% | -88.5% | -23.6% |
| 1Y | -23.3% | +72.4% | -95.7% | -23.8% |
| All | -23.3% | +73.3% | -96.6% | -23.8% |
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