+214.4%
MTUM vs CLBK
+65.5%
+149.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | -3.6% | +22.9% | -26.6% | -8.7% |
| 6M | +23.7% | +44.2% | -20.5% | +12.5% |
| YTD | +22.9% | +64.0% | -41.1% | +7.9% |
| 1Y | +21.8% | +65.7% | -43.9% | +6.2% |
| 3Y | +114.4% | +54.1% | +60.4% | +86.1% |
| 5Y | +79.6% | +44.7% | +34.9% | +50.4% |
| All | +214.4% | +65.5% | +149.0% | +152.1% |
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