-33.1%
MKC vs CLBK
+41.8%
-74.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 6M | -17.9% | +43.4% | -61.4% | -21.7% |
| YTD | -23.6% | +64.1% | -87.7% | -28.4% |
| 1Y | -23.1% | +67.6% | -90.6% | -28.2% |
| 3Y | -31.5% | +53.3% | -84.8% | -36.2% |
| 5Y | -33.1% | +44.8% | -77.9% | -37.9% |
| All | -33.1% | +41.8% | -74.9% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling