+31.8%
A vs CLBK
+55.4%
-23.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +0.6% | +7.8% | -7.2% | -1.4% |
| 3M | +10.9% | +23.9% | -13.0% | +4.6% |
| 6M | +28.2% | +42.3% | -14.2% | +16.4% |
| YTD | +8.6% | +65.4% | -56.8% | -5.5% |
| 1Y | +15.5% | +70.3% | -54.8% | -0.5% |
| 3Y | +31.8% | +54.5% | -22.7% | +13.1% |
| All | +31.8% | +55.4% | -23.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling