+24.7%
MTB vs CLBK
+68.0%
-43.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | 0.0% | -1.5% | +1.4% | +0.6% |
| 30D | -4.8% | -1.0% | -3.8% | -4.4% |
| 3M | +6.0% | +22.9% | -17.0% | -2.9% |
| 6M | +19.6% | +44.2% | -24.6% | +2.6% |
| YTD | +21.5% | +64.0% | -42.5% | -0.8% |
| 1Y | +24.7% | +65.7% | -41.0% | -0.9% |
| All | +24.7% | +68.0% | -43.3% | -0.9% |
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 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