+9.4%
MMM vs CLBK
+67.6%
-58.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -2.6% | -1.5% | -1.1% | -2.1% |
| 30D | -9.3% | +6.7% | -16.0% | -11.1% |
| 3M | +5.6% | +21.2% | -15.6% | -1.1% |
| 6M | +9.5% | +42.0% | -32.5% | -3.4% |
| YTD | +4.1% | +63.3% | -59.1% | -12.4% |
| 1Y | +9.4% | +65.4% | -56.0% | -11.6% |
| All | +9.4% | +67.6% | -58.2% | -11.6% |
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