-22.3%
MOH vs CLBK
+43.5%
-65.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -0.9% | -1.0% | +0.1% | -0.8% |
| 3M | +5.7% | +22.9% | -17.2% | +3.8% |
| 6M | +39.1% | +44.2% | -5.1% | +34.8% |
| YTD | +17.7% | +64.0% | -46.3% | +12.2% |
| 1Y | +8.4% | +65.7% | -57.3% | +3.1% |
| 3Y | -36.6% | +54.1% | -90.6% | -39.9% |
| All | -22.3% | +43.5% | -65.8% | -30.1% |
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