+232.5%
MRK vs CLBK
+66.9%
+165.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.9% | +1.1% | -2.1% | -1.1% |
| 30D | +15.5% | +7.8% | +7.7% | +14.1% |
| 3M | +25.1% | +23.9% | +1.2% | +20.9% |
| 6M | +30.1% | +42.3% | -12.2% | +23.0% |
| YTD | +43.1% | +65.4% | -22.3% | +32.1% |
| 1Y | +82.5% | +70.3% | +12.1% | +67.4% |
| 3Y | +49.3% | +54.5% | -5.1% | +36.5% |
| 5Y | +130.3% | +43.1% | +87.1% | +105.7% |
| All | +232.5% | +66.9% | +165.6% | +171.9% |
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