+57.3%
MTB vs CLBK
+60.9%
-3.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.5% | +0.9% | +0.7% | +1.0% |
| 30D | +2.3% | +3.4% | -1.1% | +0.1% |
| 3M | -12.1% | -4.3% | -7.8% | -9.9% |
| 6M | +9.8% | +28.4% | -18.5% | -7.7% |
| YTD | +12.0% | +59.4% | -47.4% | -19.0% |
| 1Y | +22.0% | +64.8% | -42.8% | -13.8% |
| 3Y | +107.6% | +50.6% | +57.0% | +49.1% |
| 5Y | +61.9% | +28.3% | +33.6% | +19.5% |
| All | +57.3% | +60.9% | -3.6% | -3.0% |
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 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