+109.2%
ALL vs CLBK
+51.8%
+57.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -3.9% | +1.8% | -5.7% | -4.1% |
| 30D | +10.6% | +5.1% | +5.5% | +9.8% |
| 3M | -4.6% | +5.2% | -9.7% | -5.3% |
| 6M | +20.2% | +28.6% | -8.4% | +15.6% |
| YTD | +23.7% | +61.4% | -37.7% | +14.7% |
| 1Y | +27.9% | +64.7% | -36.8% | +18.1% |
| 3Y | +109.2% | +55.1% | +54.0% | +94.3% |
| All | +109.2% | +51.8% | +57.3% | +94.3% |
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