+139.4%
MOH vs CLBK
+65.5%
+73.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.0% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | +5.7% | +22.9% | -17.2% | +0.8% |
| 6M | +39.1% | +44.2% | -5.1% | +27.8% |
| YTD | +17.7% | +64.0% | -46.3% | +4.2% |
| 1Y | +8.4% | +65.7% | -57.3% | -4.4% |
| 3Y | -36.6% | +54.1% | -90.6% | -44.8% |
| 5Y | -19.1% | +44.7% | -63.8% | -33.1% |
| All | +139.4% | +65.5% | +73.9% | +80.2% |
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