-24.1%
MKC vs CLBK
+68.0%
-92.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | +5.2% | +22.9% | -17.7% | +3.3% |
| 6M | -12.8% | +44.2% | -57.0% | -14.6% |
| YTD | -23.3% | +64.0% | -87.3% | -24.5% |
| 1Y | -24.1% | +65.7% | -89.8% | -24.8% |
| All | -24.1% | +68.0% | -92.1% | -24.8% |
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