+219.4%
ALL vs CLBK
+67.9%
+151.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -1.5% | +9.1% | -10.6% | -4.4% |
| 3M | +23.6% | +27.7% | -4.1% | +13.7% |
| 6M | +22.3% | +40.8% | -18.5% | +8.7% |
| YTD | +26.5% | +66.4% | -39.9% | +5.8% |
| 1Y | +27.0% | +72.4% | -45.4% | +4.4% |
| 3Y | +149.6% | +50.7% | +98.9% | +106.8% |
| 5Y | +118.1% | +42.9% | +75.2% | +74.2% |
| All | +219.4% | +67.9% | +151.5% | +132.3% |
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 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