+42.7%
MKSI vs CLBK
+65.7%
-23.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.1% |
| 7D | -10.7% | +4.6% | -15.3% | -11.3% |
| 30D | -30.5% | -1.5% | -29.0% | -30.1% |
| 3M | -39.2% | +4.4% | -43.5% | -39.3% |
| 6M | -33.0% | +31.7% | -64.7% | -36.5% |
| YTD | +22.3% | +58.7% | -36.4% | +11.0% |
| 1Y | +42.7% | +64.9% | -22.2% | +31.2% |
| All | +42.7% | +65.7% | -23.1% | +31.2% |
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