-11.8%
MKTX vs CLBK
+68.0%
-79.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | -1.5% | +1.2% | -0.3% |
| 30D | +0.7% | -1.0% | +1.8% | +0.7% |
| 3M | +40.8% | +22.9% | +17.9% | +42.0% |
| 6M | -8.0% | +44.2% | -52.2% | -6.1% |
| YTD | -8.7% | +64.0% | -72.7% | -6.5% |
| 1Y | -11.8% | +65.7% | -77.5% | -9.8% |
| All | -11.8% | +68.0% | -79.8% | -9.8% |
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