+212.3%
ALL vs CLBK
+62.9%
+149.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -3.9% | +1.8% | -5.7% | -4.4% |
| 30D | +10.6% | +5.1% | +5.5% | +8.8% |
| 3M | -4.6% | +5.2% | -9.7% | -6.4% |
| 6M | +20.2% | +28.6% | -8.4% | +10.0% |
| YTD | +23.7% | +61.4% | -37.7% | +4.4% |
| 1Y | +27.9% | +64.7% | -36.8% | +7.0% |
| 3Y | +109.2% | +55.1% | +54.0% | +70.7% |
| 5Y | +148.0% | +28.4% | +119.6% | +109.3% |
| All | +212.3% | +62.9% | +149.4% | +129.1% |
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