+27.0%
MMM vs CLBK
+43.5%
-16.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -8.0% | +7.8% | -15.8% | -10.1% |
| 3M | +9.4% | +23.9% | -14.5% | +2.2% |
| 6M | +10.2% | +42.3% | -32.1% | -1.4% |
| YTD | +6.1% | +65.4% | -59.3% | -9.6% |
| 1Y | +10.8% | +70.3% | -59.5% | -6.7% |
| 3Y | +104.8% | +54.5% | +50.3% | +73.8% |
| 5Y | +27.0% | +43.1% | -16.1% | +6.9% |
| All | +27.0% | +43.5% | -16.5% | +6.9% |
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