-32.4%
MKC vs CLBK
+52.3%
-84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.8% | -1.4% | -1.4% | -2.6% |
| 30D | -3.4% | +4.5% | -7.9% | -4.0% |
| 3M | +3.8% | +22.8% | -19.0% | +0.5% |
| 6M | -17.9% | +43.4% | -61.4% | -22.2% |
| YTD | -23.6% | +64.1% | -87.7% | -29.1% |
| 1Y | -23.1% | +67.6% | -90.6% | -29.0% |
| All | -32.4% | +52.3% | -84.7% | -38.8% |
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 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