+422.1%
MS vs CLBK
+67.9%
+354.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | -0.3% | +9.1% | -9.4% | -4.9% |
| 3M | +0.3% | +27.7% | -27.4% | -12.9% |
| 6M | +31.3% | +40.8% | -9.5% | +8.1% |
| YTD | +24.7% | +66.4% | -41.7% | -6.9% |
| 1Y | +47.9% | +72.4% | -24.5% | +7.4% |
| 3Y | +178.3% | +50.7% | +127.7% | +110.5% |
| 5Y | +144.9% | +42.9% | +102.0% | +71.1% |
| All | +422.1% | +67.9% | +354.2% | +223.1% |
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