+84.8%
MRK vs CLBK
+73.3%
+11.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +17.1% | +9.1% | +8.0% | +15.1% |
| 3M | +25.9% | +27.7% | -1.8% | +19.6% |
| 6M | +26.8% | +40.8% | -14.0% | +18.3% |
| YTD | +44.9% | +66.4% | -21.5% | +31.5% |
| 1Y | +84.8% | +72.4% | +12.5% | +66.5% |
| All | +84.8% | +73.3% | +11.5% | +66.5% |
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