+189.8%
MU vs CLBK
+63.6%
+126.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +6.3% |
| 7D | -12.0% | +1.8% | -13.8% | -12.0% |
| 30D | -28.7% | +5.1% | -33.8% | -28.5% |
| 3M | -16.4% | +5.2% | -21.6% | -15.9% |
| 6M | -1.8% | +28.6% | -30.4% | +0.1% |
| YTD | +157.1% | +61.4% | +95.7% | +162.1% |
| All | +189.8% | +63.6% | +126.1% | +196.7% |
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