+40.0%
MMM vs CLBK
+63.3%
-23.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +7.0% | +2.9% | +4.1% | +5.9% |
| 30D | +18.4% | +5.4% | +13.0% | +16.1% |
| 3M | +4.5% | +5.8% | -1.3% | +2.1% |
| 6M | +33.4% | +28.9% | +4.5% | +20.7% |
| YTD | +20.0% | +61.8% | -41.9% | -0.7% |
| 1Y | +15.0% | +63.1% | -48.1% | -5.2% |
| 3Y | +165.0% | +55.3% | +109.7% | +115.6% |
| 5Y | +47.9% | +28.0% | +19.9% | +24.6% |
| All | +40.0% | +63.3% | -23.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling