-7.0%
MOS vs CLBK
+60.8%
-67.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +21.6% | +0.6% | +21.0% | +21.5% |
| 30D | +12.0% | +2.9% | +9.1% | +11.8% |
| 3M | -3.9% | +3.0% | -6.8% | -4.0% |
| 6M | -3.3% | +27.3% | -30.6% | -4.4% |
| YTD | -4.6% | +58.0% | -62.6% | -9.5% |
| 1Y | -7.0% | +62.4% | -69.4% | -13.3% |
| All | -7.0% | +60.8% | -67.8% | -13.3% |
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