+16.2%
MS vs CLBK
+64.1%
-47.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.2% |
| 30D | -0.7% | +5.4% | -6.1% | -1.8% |
| 3M | -12.4% | +5.8% | -18.1% | -13.4% |
| 6M | -1.7% | +28.9% | -30.6% | -8.9% |
| YTD | +8.0% | +61.8% | -53.8% | -6.3% |
| 1Y | +16.2% | +63.1% | -46.9% | 0.0% |
| All | +16.2% | +64.1% | -47.8% | 0.0% |
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