-15.6%
MOS vs CLBK
+65.7%
-81.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.9% | +16.5% | +17.3% |
| 7D | +17.9% | +4.6% | +13.4% | +17.6% |
| 30D | +1.6% | -1.5% | +3.1% | +1.6% |
| 3M | -4.0% | +4.4% | -8.4% | -4.3% |
| 6M | -4.1% | +31.7% | -35.8% | -5.7% |
| YTD | -7.8% | +58.7% | -66.5% | -13.1% |
| 1Y | -15.6% | +64.9% | -80.4% | -22.7% |
| All | -15.6% | +65.7% | -81.3% | -22.7% |
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