-34.4%
MOS vs CLBK
+27.8%
-62.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | +15.3% | +3.4% | +11.9% | +14.5% |
| 3M | +1.5% | -4.3% | +5.8% | +2.4% |
| 6M | -2.0% | +28.4% | -30.3% | -7.4% |
| YTD | -6.5% | +59.4% | -65.9% | -16.3% |
| 1Y | -11.1% | +64.8% | -75.9% | -21.1% |
| 3Y | -30.3% | +50.6% | -80.8% | -37.6% |
| All | -34.4% | +27.8% | -62.2% | -42.8% |
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 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